The efficiency of least squares estimators of a seemingly unrelated regression model

DOI10.1080/03610919108812990zbMath0850.62502OpenAlexW2081627160MaRDI QIDQ4019296

Chuntu Lin

Publication date: 16 January 1993

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610919108812990

Mathematics Subject Classification ID

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

Related Items

On seemingly unrelated regressions with uniform correlation error ⋮ Inference for seemingly unrelated linear mixed models ⋮ Some Asymptotic Properties of Ridge Regression in a System of Seemingly Unrelated Regression Equations ⋮ Ridge regression in the context of a system of seemingly unrelated regression equations ⋮ MSE superiority of Bayes and empirical Bayes estimators in two generalized seemingly unrelated regressions ⋮ Some finite sample properties of Zellner estimator in the context of \(m\) seemingly unrelated regression equations

Cites Work

• The inefficiency of least squares
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results