Two-stage estimate of the parameters in seemingly unrelated regression model

	Two-stage estimate of the parameters in seemingly unrelated regression model
	Liu, JS ; Wang, SG
刊名	PROGRESS IN NATURAL SCIENCE
	1999-07-01
卷号	9 期号:7 页码:489-496
关键词	model of SUR covariance-improved approach two-stage estimate finite sample property
ISSN号	1002-0071
英文摘要	For a general model of seemingly unrelated regression (SUR), this paper proposes a two-stage estimate of the parameters based on the covariance-improved approach due to Rao. Some advantages of this estimate include the conciseness of expression and the efficiency in making use of the sample information. Assume that the errors have normal distributions, the exact expression of the covariance matrix of the estimate is obtained and the superiority over the LSE (least squares estimate) is shown under some condition but without any constraint on the design matrix.
WOS研究方向	Materials Science ; Science & Technology - Other Topics
语种	英语
出版者	TAYLOR & FRANCIS LTD
WOS记录号	WOS:000081605900002
内容类型	期刊论文
源URL	[http://ir.amss.ac.cn/handle/2S8OKBNM/14774]
专题	中国科学院数学与系统科学研究院
通讯作者	Liu, JS
作者单位	1.Wuyi Univ, Dept Math & Phys, Jiangmen 529020, Peoples R China 2.Beijing Polytech Univ, Inst Stat, Beijing 100022, Peoples R China 3.Chinese Acad Sci, Inst Appl Math, Beijing 100080, Peoples R China
推荐引用方式 GB/T 7714	Liu, JS,Wang, SG. Two-stage estimate of the parameters in seemingly unrelated regression model[J]. PROGRESS IN NATURAL SCIENCE,1999,9(7):489-496.
APA	Liu, JS,&Wang, SG.(1999).Two-stage estimate of the parameters in seemingly unrelated regression model.PROGRESS IN NATURAL SCIENCE,9(7),489-496.
MLA	Liu, JS,et al."Two-stage estimate of the parameters in seemingly unrelated regression model".PROGRESS IN NATURAL SCIENCE 9.7(1999):489-496.