LIU Aiyi, WANG Songgui, . THE BIASED ESTIMATORS OF THE PARAMETERS IN THE TWO SEEMINGLY UNRELATED REGRESSION SYSTEM[J]. Chinese Journal of Applied Probability and Statistics, 1991, 7(3): 266-274.
Citation: LIU Aiyi, WANG Songgui, . THE BIASED ESTIMATORS OF THE PARAMETERS IN THE TWO SEEMINGLY UNRELATED REGRESSION SYSTEM[J]. Chinese Journal of Applied Probability and Statistics, 1991, 7(3): 266-274.

THE BIASED ESTIMATORS OF THE PARAMETERS IN THE TWO SEEMINGLY UNRELATED REGRESSION SYSTEM

More Information
  • Received Date: May 04, 1988
  • Revised Date: April 01, 1990
  • For the two seemingly unrelated regression system (1.1), some authors have investigated the improvement of the least squares estimators of the regression parameters. These improved estimators are all unbiased and have many advantages. But their mean square errors are large when the design matrix is ill-conditioned. In this paper, we proposed two kinds of biased estimators which have some superiority to the unbiased estimators.

Catalog

    Article views (7) PDF downloads (5) Cited by()
    Turn off MathJax
    Article Contents

    /

    DownLoad:  Full-Size Img  PowerPoint
    Return
    Return