๐”– Bobbio Scriptorium
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Estimation of seemingly unrelated regression equations: A brief survey

โœ Scribed by V.K. Srivastava; T.D. Dwivedi


Book ID
107949798
Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
945 KB
Volume
10
Category
Article
ISSN
0304-4076

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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