Estimation and hypothesis testing for seemingly unrelated regressions: A sociological application

Diane H. Felmlee, Lowell L. Hargens

Research output: Contribution to journalArticle

29 Scopus citations

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 - Dec 1988

All Science Journal Classification (ASJC) codes

  • Education
  • Sociology and Political Science

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