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The efficiency of estimating seemingly unrelated regression equations

โœ Scribed by V. K. Srivastava


Book ID
105603144
Publisher
Springer Japan
Year
1970
Tongue
English
Weight
391 KB
Volume
22
Category
Article
ISSN
0020-3157

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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