CHEN Changhua, . OPTIMALITY OF TWO-STAGE ESTIMATORS OF SEEMINGLY UNRELATED REGRESSION EQUATIONS[J]. Chinese Journal of Applied Probability and Statistics, 1986, 2(2): 112-119.
Citation:
CHEN Changhua, . OPTIMALITY OF TWO-STAGE ESTIMATORS OF SEEMINGLY UNRELATED REGRESSION EQUATIONS[J]. Chinese Journal of Applied Probability and Statistics, 1986, 2(2): 112-119.
CHEN Changhua, . OPTIMALITY OF TWO-STAGE ESTIMATORS OF SEEMINGLY UNRELATED REGRESSION EQUATIONS[J]. Chinese Journal of Applied Probability and Statistics, 1986, 2(2): 112-119.
Citation:
CHEN Changhua, . OPTIMALITY OF TWO-STAGE ESTIMATORS OF SEEMINGLY UNRELATED REGRESSION EQUATIONS[J]. Chinese Journal of Applied Probability and Statistics, 1986, 2(2): 112-119.
OPTIMALITY OF TWO-STAGE ESTIMATORS OF SEEMINGLY UNRELATED REGRESSION EQUATIONS
Zellner’s two-stage estimators of a kind of regression equation systems are discussed. Without using the assumptions imposed by Zellner and Revankar on the relations of the design matrices,we obtain the two-stage estimator（TSE）and prove that the TSE is better than the Least Square Estimator.
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