期刊名称：International Journal of Statistics and Probability
印刷版ISSN：1927-7032
电子版ISSN：1927-7040
出版年度：2021
卷号：10
期号：3
页码：1
DOI：10.5539/ijsp.v10n3p1
出版社：Canadian Center of Science and Education
摘要：This paper considers the problem of testing independence of equations in a seemingly unrelated regression model. A novel empirical likelihood test approach is proposed, and under the null hypothesis it is shown to follow asymptotically a chi-square distribution. Finally, simulation studies and a real data example are conducted to illustrate the performance of the proposed method.
