๐”– Bobbio Scriptorium
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R2 in Seemingly Unrelated Regression Equations

โœ Scribed by H. Neudecker; F.A.G. Windmeijer


Book ID
115225042
Publisher
John Wiley and Sons
Year
1991
Tongue
English
Weight
268 KB
Volume
45
Category
Article
ISSN
0039-0402

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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