๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Efficient estimation of seemingly unrelated additive nonparametric regression models

โœ Scribed by Yuan Yuan, Jinhong You, Yong Zhou


Book ID
120796412
Publisher
Academy of Mathematics and Systems Science, Chinese Academy of Sciences
Year
2012
Tongue
English
Weight
344 KB
Volume
26
Category
Article
ISSN
1009-6124

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Efficient Estimation of Two Seemingly Un
โœ Aiyi Liu ๐Ÿ“‚ Article ๐Ÿ“… 2002 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 102 KB

We derive simpler expressions under a certain structure of design matrices for the two-stage Aitken estimates of the regression coefficients of two seemingly unrelated regression equations. The estimates are shown to have smaller variance than the ordinary least squares estimates for sufficiently la