Chinese Quarterly Journal of Mathematics ›› 2006, Vol. 21 ›› Issue (3): 397-401.

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

  

  1. 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);

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

CLC Number: