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)
Pages: 12
Date: 1998
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Citations: View citations in EconPapers (4)

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

DOI: 10.22004/ag.econ.28682

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