Efficient Estimation of Two Seemingly Un
โ
Aiyi Liu
๐
Article
๐
2002
๐
Elsevier Science
๐
English
โ 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