Estimation of the parameters in a two linear regression equations system with identical parameter vectors

DOI10.1016/J.SPL.2008.10.023zbMATH Open1160.62308OpenAlexW2048421639MaRDI QIDQ1017803FDOQ1017803

Authors: Songgui Wang, Tiefeng Ma 

Publication date: 12 May 2009

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.10.023

Recommendations

• Estimation of the parameters in two linear models with only some of the parameter vectors identical
• Some properties of relative efficiency of estimators in a two linear regression equations system with identical parameter vectors
• Efficient estimation of two seemingly unrelated regression equations
• Simultaneous equivariant estimation of the parameters of linear models
• scientific article; zbMATH DE number 3954083
• ON TWO-PARAMETER ESTIMATOR IN A LINEAR REGRESSION MODEL
• Estimations of parametric functions under a system of linear regression equations with correlated errors

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
• Estimators for Seemingly Unrelated Regression Equations: Some Exact Finite Sample Results
• Efficient estimation of two seemingly unrelated regression equations
• Some Finite Sample Results in the Context of Two Seemingly Unrelated Regression Equations
• MSEM dominance of estimators in two seemingly unrelated regressions
• Further Evidence on the Relative Efficiencies of Zellner's Seemingly Unrelated Regressions Estimator
• Use of Restricted Residuals in SUR Systems: Some Finite Sample Results
• Estimation of the parameters in two linear models with only some of the parameter vectors identical

Cited In (4)

• Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
• Two-stage estimate of regression equations system with remainder parameters.
• Some properties of relative efficiency of estimators in a two linear regression equations system with identical parameter vectors
• On two correlated linear models with common and different parameters

This page was built for publication: Estimation of the parameters in a two linear regression equations system with identical parameter vectors

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1017803)