Displaying similar documents to “Seemingly unrelated regression models”

Some remarks to multivariate regression model

Lubomír Kubáček (2006)

Applications of Mathematics

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Some remarks to problems of point and interval estimation, testing and problems of outliers are presented in the case of multivariate regression model.

Variance components and an additional experiment

Lubomír Kubáček (2012)

Applications of Mathematics

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Estimators of parameters of an investigated object can be considered after some time as insufficiently precise. Therefore, an additional measurement must be realized. A model of a measurement, taking into account both the original results and the new ones, has a litle more complicated covariance matrix, since the variance components occur in it. How to deal with them is the aim of the paper.

Outliers in models with constraints

Lubomír Kubáček (2006)

Kybernetika

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Outliers in univariate and multivariate regression models with constraints are under consideration. The covariance matrix is assumed either to be known or to be known only partially.