Estimation and hypothesis testing for seemingly unrelated regressions

A sociological application

Diane Helen Felmlee, Lowell L. Hargens

Research output: Contribution to journalArticle

25 Citations (Scopus)

Abstract

Sociologists frequently use ordinary least squares (OLS) to estimate a series of regression equations from data on the same observational entities. Such "seemingly unrelated regressions" are linked by correlations among the disturbances. In this paper we review three techniques for estimating "seemingly related regressions"-OLS, Zellner's generalized least-squares method, and maximum likelihood estimation-and present anl illustrative sociological example employing each technique. We discuss the conditions under which the non-OLS estimation procedures offer advantages for efficiency of estimation and hypothesis testing.

Original languageEnglish (US)
Pages (from-to)384-399
Number of pages16
JournalSocial Science Research
Volume17
Issue number4
DOIs
StatePublished - Jan 1 1988

Fingerprint

hypothesis testing
regression
estimation procedure
sociologist
efficiency
present

All Science Journal Classification (ASJC) codes

  • Education
  • Sociology and Political Science

Cite this

@article{032af096375f4d20a7af6de6b39fd6ba,
title = "Estimation and hypothesis testing for seemingly unrelated regressions: A sociological application",
abstract = "Sociologists frequently use ordinary least squares (OLS) to estimate a series of regression equations from data on the same observational entities. Such {"}seemingly unrelated regressions{"} are linked by correlations among the disturbances. In this paper we review three techniques for estimating {"}seemingly related regressions{"}-OLS, Zellner's generalized least-squares method, and maximum likelihood estimation-and present anl illustrative sociological example employing each technique. We discuss the conditions under which the non-OLS estimation procedures offer advantages for efficiency of estimation and hypothesis testing.",
author = "Felmlee, {Diane Helen} and Hargens, {Lowell L.}",
year = "1988",
month = "1",
day = "1",
doi = "10.1016/0049-089X(88)90010-5",
language = "English (US)",
volume = "17",
pages = "384--399",
journal = "Social Science Research",
issn = "0049-089X",
publisher = "Academic Press Inc.",
number = "4",

}

Estimation and hypothesis testing for seemingly unrelated regressions : A sociological application. / Felmlee, Diane Helen; Hargens, Lowell L.

In: Social Science Research, Vol. 17, No. 4, 01.01.1988, p. 384-399.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Estimation and hypothesis testing for seemingly unrelated regressions

T2 - A sociological application

AU - Felmlee, Diane Helen

AU - Hargens, Lowell L.

PY - 1988/1/1

Y1 - 1988/1/1

N2 - Sociologists frequently use ordinary least squares (OLS) to estimate a series of regression equations from data on the same observational entities. Such "seemingly unrelated regressions" are linked by correlations among the disturbances. In this paper we review three techniques for estimating "seemingly related regressions"-OLS, Zellner's generalized least-squares method, and maximum likelihood estimation-and present anl illustrative sociological example employing each technique. We discuss the conditions under which the non-OLS estimation procedures offer advantages for efficiency of estimation and hypothesis testing.

AB - Sociologists frequently use ordinary least squares (OLS) to estimate a series of regression equations from data on the same observational entities. Such "seemingly unrelated regressions" are linked by correlations among the disturbances. In this paper we review three techniques for estimating "seemingly related regressions"-OLS, Zellner's generalized least-squares method, and maximum likelihood estimation-and present anl illustrative sociological example employing each technique. We discuss the conditions under which the non-OLS estimation procedures offer advantages for efficiency of estimation and hypothesis testing.

UR - http://www.scopus.com/inward/record.url?scp=0000541089&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0000541089&partnerID=8YFLogxK

U2 - 10.1016/0049-089X(88)90010-5

DO - 10.1016/0049-089X(88)90010-5

M3 - Article

VL - 17

SP - 384

EP - 399

JO - Social Science Research

JF - Social Science Research

SN - 0049-089X

IS - 4

ER -