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The efficiency of an improved method of estimating seemingly unrelated regression equations

โœ Scribed by V.K. Srivastava


Book ID
107949735
Publisher
Elsevier Science
Year
1973
Tongue
English
Weight
375 KB
Volume
1
Category
Article
ISSN
0304-4076

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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