منابع مشابه
Multivariate Ordered Logit Regressions
In this paper we combine recent advances in marginal modelling for contingency tables with the notion of copula to formulate a class of models for describing how the joint distribution of a set of ordinal response variables depends on exogenous regressors. We derive the main properties of a marginal parameterization, the global interaction copula, whose nature is essentially non parametric, and...
متن کاملM - Estimation of Multivariate Regressions
Robust alternatives to the seemingly unrelated regression (SUR) estimator of Zellner (1962) are proposed for the classical multivariate regression model. These weighted M-estimators achieve an asymptotic covariance matrix analogous to that of the SUR estimator. Comparisons are made with the efficient estimator in the case of elliptically contoured distributions. The / lt least absolute deviatio...
متن کاملBayesian modelling of multivariate quantitative traits using seemingly unrelated regressions.
We investigate a Bayesian approach to modelling the statistical association between markers at multiple loci and multivariate quantitative traits. In particular, we describe the use of Bayesian Seemingly Unrelated Regressions (SUR) whereby genotypes at the different loci are allowed to have non-simultaneous effects on the phenotypes considered with residuals from each regression assumed correla...
متن کاملEstimating and testing structural changes in multivariate regressions
This paper considers issues related to estimation, inference and computation with multiple structural changes occurring at unknown dates in a system of equations. Changes can occur in the regression coefficients and/or the covariance matrix of the errors. We also allow arbitrary restrictions on these parameters, which permits the analysis of partial structural change models, common breaks occur...
متن کاملOn Dimension Reduction in Regressions with Multivariate Responses
This paper is concerned with dimension reduction in regressions with multivariate responses on high-dimensional predictors. A unified method that can be regarded as either an inverse regression approach or a forward regression method is proposed to recover the central dimension reduction subspace. By using Stein’s Lemma, the forward regression estimates the first derivative of the conditional c...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of the American Statistical Association
سال: 1990
ISSN: 0162-1459,1537-274X
DOI: 10.1080/01621459.1990.10474976