摘要
文[1]给出了关于相依回归方程系统(SURS)系数最小方差无偏估计(MVLUE)的一些充要条件,本文继续讨论了两类SURS的回归系数的MVLUE的充要条件,并讨论了两步Zellner估计的有限样本性质,从而进一步推广和完善了[1]中的相应结果。
For m seemingly unrelated regression equations system (SURS):yi=:xiβi+ε,i=1,…, m. [1] gives some necessary and sufficient conditions for the minimum variance linear unbiased estimators (MVLUE) of βi. In this paper,we give some further results for two classes of SURS. Some results obtained in paper [1] are improved and extended. The finite sample
properties of Zellner's tow-stage estimators based on the unrestricted estimate of Σ= (σij) are also examined in this paper.
出处
《应用数学》
CSCD
北大核心
1994年第3期330-336,共7页
Mathematica Applicata
关键词
相依回归方程
回归系统
估计
Seemingly unrelated regression
Minimum variance linear unbiased estimate
Two-stage estimate
