A new estimate of regression coefficients in seemingly unrelated regression system

zbMath0677.62059MaRDI QIDQ1123514

Song-Gui Wang

Publication date: 1989

Published in: Science in China. Series A (Search for Journal in Brave)

zbMATH Keywords

additional informationsample informationbest linear unbiased estimatecovariance-improved estimatetwo-stage estimate

Mathematics Subject Classification ID

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

Related Items (7)

Existence of SURU estimators in SURE model with special covariance structures ⋮ On seemingly unrelated regressions with uniform correlation error ⋮ Existence of the uniformly minimum risk unbiased estimator in seemingly unrelated regression system ⋮ Inference for seemingly unrelated linear mixed models ⋮ On efficient estimators of two seemingly unrelated regressions ⋮ Efficient improved estimation of the parameters in two seemingly unrelated regression models ⋮ MSEM dominance of estimators in two seemingly unrelated regressions

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