A NEW ESTIMATE OF REGRESSION COEFFICIENTS IN SEEMINGLY UNRELATED REGRESSION SYSTEM

被引：0

作者：

王松桂

机构：

[1] University of Science and Technology of China

[2] Hefei

[3] Department of Mathematics

来源：

Science China Mathematics | 1989年 / 07期

基金：

中国国家自然科学基金;

关键词：

seemingly unrelated regression model; covariance-improved estimate; best linear unbiased estimate; two-stage estimate;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

For a seemingly unrelated regression system consisting of m equations, the information contained in all the equations is divided into sample information and additional information, and a new estimate of the regression coefficients is proposed by using successive superposition. More precisely, the following three problems are solved: (ⅰ) a statistic summarized the additional information is constructed, (ⅱ) a procedure which superposes the additional information on the sample information and a new estimate of regression coefficients are proposed, (ⅲ) some properties of the new estimate are established.

引用

页码：808 / 816

页数：9

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