Article ID Journal Published Year Pages File Type
1154226 Statistics & Probability Letters 2009 6 Pages PDF
Abstract
For two normal linear models with some of the parameters identical, a new estimator of the parameters is proposed and its statistical property is established. Two seemingly unrelated regression models with identical parameters are also considered. An efficient feasible estimator is obtained.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Estimation of the parameters in a two linear regression equations system with identical parameter vectors
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