Chinese Quarterly Journal of Mathematics ›› 1999, Vol. 14 ›› Issue (4): 19-26.

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A Kind of Pre-Test Estimators in Two Seemingly Unrelated Regressions 

  

  1.  五邑大学数理系 广东江门529020,郑州解放军测绘学院基础部 河南郑州450000 
  • Received:1997-04-23 Online:1999-12-30 Published:2024-09-03
  • About author:Su LIU Jin-shan 1958-),male,native of Fangcheng,Henan,associate professor,engages in mathematical statistics.
  • Supported by:
    Supported in part by Henan Natural Science Foundation(954051300) .

Abstract: 对于SUR回归方程系统,[1]提出回归系数的一种有偏估计βi .本文证明它是βi的线性估计类中的可容许估计,在一定条件下它优效于[2]提出的一种协方差改进估计βi和OLS估计.本文还讨论了估计占优条件的假设检验问题 .

Key words:  , SUR模型, 预检验估计, MSEM准则,  ,

CLC Number: