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On efficient estimators of two seemingly unrelated regressions

โœ Scribed by Lichun Wang; Heng Lian; Radhey S. Singh


Book ID
108268734
Publisher
Elsevier Science
Year
2011
Tongue
English
Weight
231 KB
Volume
81
Category
Article
ISSN
0167-7152

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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