Kontoghiorghes, Erricos J. Inconsistencies in SURE models: Computational aspects. (English) Zbl 0964.62052 Comput. Econ. 16, No. 1-2, 63-70 (2000). Summary: The solution of the SURE model with singular variance-covariance matrix results in redundancies and possibly inconsistencies among the observations of the model. A numerical procedure is proposed and investigated that generates a consistent model from an inconsistent one. The use of SVD has been used to compute the various factorizations arising in the solution of the SURE model when treated as a generalized linear least squares problem. Cited in 1 Document MSC: 62J05 Linear regression; mixed models 65C60 Computational problems in statistics (MSC2010) 62P20 Applications of statistics to economics Keywords:singular value decomposition; SURE models; Kronecker products; SVD PDFBibTeX XMLCite \textit{E. J. Kontoghiorghes}, Comput. Econ. 16, No. 1--2, 63--70 (2000; Zbl 0964.62052) Full Text: DOI