Two-Stage Estimation for Seemingly Unrelated Nonparametric Regression Models
โ Scribed by Jinhong You; Shangyu Xie; Yong Zhou
- Book ID
- 107347035
- Publisher
- Academy of Mathematics and Systems Science, Chinese Academy of Sciences
- Year
- 2007
- Tongue
- English
- Weight
- 336 KB
- Volume
- 20
- Category
- Article
- ISSN
- 1009-6124
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
The numerical solution of seemingly unrelated regression (SUR) models with vector autoregressive disturbances is considered. Initially, an orthogonal transformation is applied to reduce the model to one with smaller dimensions. The transformed model is expressed as a reduced-size SUR model with stoc