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Efficient improved estimation of the parameters in two seemingly unrelated regression models

โœ Scribed by Ma, Tiefeng (author);Ye, Rendao (author)


Book ID
108193446
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
157 KB
Volume
140
Category
Article
ISSN
0378-3758

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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