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

DOI10.1016/J.SPL.2008.10.023MaRDI QIDQ1017803zbMATH OpenOpenAlexFDO

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

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(6)

• Estimation of the parameters in two linear models with only some of the parameter vectors identical
• On two correlated linear models with common and different parameters
• Some properties of relative efficiency of estimators in a two linear regression equations system with identical parameter vectors
• Generalized canonical correlation variables improved estimation in high dimensional seemingly unrelated regression models
• Two-stage estimate of regression equations system with remainder parameters.
• In memory of Professor Wang Songgui (1942--2025)

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