Confidence ellipsoids for the primary regression coefficients in two seemingly unrelated regression models

Kent R. Riggs, Phil D. Young, Dean M. Young

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)1-13
Number of pages13
JournalStatistical Methodology
Volume32
DOIs
StatePublished - Sep 1 2016

ASJC Scopus Subject Areas

  • Statistics and Probability

Keywords

  • Bartlett correction
  • Bootstrap confidence ellipsoids
  • Nuisance parameters
  • Variance-covariance reduction

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