Chinese Quarterly Journal of Mathematics ›› 1996, Vol. 11 ›› Issue (4): 57-61.

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The   Pre-test   Principal  Components:  Estimator in  the  Two   Seemingly   Unrelated  Regression  System

  

  1. Zhengzhou  Institute  of Surveying  and  Mapping,Zhengzhou,450052
  • Received:1995-10-11 Online:1996-12-30 Published:2024-12-20

Abstract: For the two seemingly unrelated regression system,this paper proposed a new type of estimator called pre-test principal components estimator(PTPCE)and discussed somie properties of PTPCE.

Key words:  , semmingly unrelated regression system, pre-test principal components estimator ,

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