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Estimation of regression coefficients with the help of characteristic functions

โœ Scribed by Kees Van Montfort; Ab Mooijaart; Jan De Leeuw


Publisher
Elsevier Science
Year
1989
Tongue
English
Weight
685 KB
Volume
41
Category
Article
ISSN
0304-4076

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The problem of estimating the common regression coefficients is addressed in this paper for two regression equations with possibly different error variances. The feasible generalized least squares (FGLS) estimators have been believed to be admissible within the class of unbiased estimators. It is, n