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
收藏
页码：808 / 816
页数：9
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