Two-stage estimate of the parameters in seemingly unrelated regression model
文献类型：期刊论文
| 作者 | Liu, JS; Wang, SG |
| 刊名 | PROGRESS IN NATURAL SCIENCE
 |
| 出版日期 | 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 |
| WOS记录号 | WOS:000081605900002 |
| 出版者 | TAYLOR & FRANCIS LTD |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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