多元性相依回归系统的两步估计及其协差阵

数学季刊 ›› 2006, Vol. 21 ›› Issue (3): 397-401.

多元性相依回归系统的两步估计及其协差阵

Department of Mathematics, North China Institute of Hydropower, Zhengzhou 450008, China

收稿日期:2004-12-28 出版日期:2006-09-30 发布日期:2023-11-29
作者简介:WANG Shi-qing(1955-),male,native of Wuan,Hebei,a professor of North China Institute of Hydropower,engages in theory and application of statistics.
基金资助:
Supported by the NSF of Henan Province(0611052600)；

Two Stage Estimation and Its Covariance Matrix in Multivariate Seemingly Unrelated Regression System

Department of Mathematics, North China Institute of Hydropower, Zhengzhou 450008, China

Received:2004-12-28 Online:2006-09-30 Published:2023-11-29
About author:WANG Shi-qing(1955-),male,native of Wuan,Hebei,a professor of North China Institute of Hydropower,engages in theory and application of statistics.
Supported by:
Supported by the NSF of Henan Province(0611052600)；

摘要/Abstract

摘要： Multivariate seemingly unrelated regression system is raised first and the two stage estimation and its covariance matrix are given. The results of the literatures[1-5] are extended in this paper.

关键词: multivariate seemingly unrelated regression system, two stage estimation, co- variance matrix, unrestricted estimator

Abstract: Multivariate seemingly unrelated regression system is raised first and the two stage estimation and its covariance matrix are given. The results of the literatures[1-5] are extended in this paper.

Key words: multivariate seemingly unrelated regression system, two stage estimation, co- variance matrix, unrestricted estimator

中图分类号:

： O212

王石青, 杨乔, 刘法贵. 多元性相依回归系统的两步估计及其协差阵[J]. 数学季刊, 2006, 21(3): 397-401.

WANG Shi-qing, YANG qiao, LIU fa-gui . Two Stage Estimation and Its Covariance Matrix in Multivariate Seemingly Unrelated Regression System[J]. Chinese Quarterly Journal of Mathematics, 2006, 21(3): 397-401.