Estimation of the parameters in a two linear regression equations system with identical parameter vectors

DOI10.1016/j.spl.2008.10.023zbMath1160.62308OpenAlexW2048421639MaRDI QIDQ1017803

Song-Gui Wang, Tie-Feng Ma

Publication date: 12 May 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.023

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (3)

Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models ⋮ Some properties of relative efficiency of estimators in a two linear regression equations system with identical parameter vectors ⋮ On two correlated linear models with common and different parameters

Cites Work

• Efficient estimation of two seemingly unrelated regression equations
• Estimation of the parameters in two linear models with only some of the parameter vectors identical
• MSEM dominance of estimators in two seemingly unrelated regressions
• Use of Restricted Residuals in SUR Systems: Some Finite Sample Results
• Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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