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Computation of standard errors in seemingly unrelated regression equation models |
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| Authors: | Anil K. Srivastava Derrick S. Tracy |
| Affiliation: | 1. Department of Statistics , Lucknow University , Lucknow, India;2. Department of Mathematics , University of Windsor , Windsor, Ontario |
| Abstract: | In a seemingly unrelated regression equation model, the feasible generalized least squares estimators are used for estimating the coefficients. In this paper, the standard errors associated with these estimators are obtained. |
| Keywords: | seemingly unrelated regression equation model feasible generalized least squares estimator disturbance vector |