Estimation of common coefficients in two regression equations

DOI10.1016/0304-4076(79)90060-5zbMath0409.62052OpenAlexW2065643354WikidataQ58844471 ScholiaQ58844471MaRDI QIDQ1259122

P. A. V. B. Swamy, Jatinder S. Mehta

Publication date: 1979

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(79)90060-5

zbMATH Keywords

Estimation of Common CoefficientsNonnormal DisturbancesTwo Equation Regression System

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Theory of statistical experiments (62B15) Point estimation (62F10)

Related Items (8)

Shrinkage domination of some usual estimators of the common mean of several multivariate normal populations ⋮ A comparison of estimators for undersized samples ⋮ Pooling. An experimental study of alternative testing and estimation procedures in a two-way error component model ⋮ Robust estimation of common regression coefficients under spherical symmetry ⋮ Heteroscedasticity diagnostics in two-phase linear regression models ⋮ Double shrinkage estimation of common coefficients in two regression equations with hetersocedasticity ⋮ Minimax estimation of common coefficients of several regression models under quadratic loss ⋮ Estimation of the common location paeameters for the two linear models

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