EconPapers    
Economics at your fingertips  
 

ENTROPY-BASED SEEMINGLY UNRELATED REGRESSION

Alice Harmon, Paul Preckel () and James S. Eales

No 28682, Staff Papers from Purdue University, Department of Agricultural Economics

Abstract: We adapt the classical SUR procedure to a minimum cross entropy approach to estimate linear systems of equations where the errors across equations are correlated. We conclude that our entropy-based approach may provide a reasonable substitute for SUR in cases where classical methods may not be applied due to shortages of data.

Keywords: Research; Methods/; Statistical; Methods (search for similar items in EconPapers)
Date: 1998
References: View complete reference list from CitEc
Citations: View citations in EconPapers (2) Track citations by RSS feed

Downloads: (external link)
http://ageconsearch.umn.edu/record/28682/files/sp98-08.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:ags:puaesp:28682

DOI: 10.22004/ag.econ.28682

Access Statistics for this paper

More papers in Staff Papers from Purdue University, Department of Agricultural Economics Contact information at EDIRC.
Bibliographic data for series maintained by AgEcon Search ().

 
Page updated 2020-01-09
Handle: RePEc:ags:puaesp:28682