| SUR模型回归系数的估计 |
| |
| 引用本文： | 陆安南,余明书.SUR模型回归系数的估计[J].应用数学,1991,4(1):83-89. |
| |
| 作者姓名： | 陆安南 余明书 |
| |
| 作者单位： | 华中理工大学数学系 430074 |
| |
| 摘 要： | 本文证明了一个关于SUR模型回归系数最小方差线性无偏估计(MVLUE)的充要条件,并利用此充要条件讨论了几类SUR模型回归系数的MVLUE估计及两步估计.在方法上避免了与分块矩阵求逆有关的运算,所得结论推广和完善了已有的一些结果.
|
| 关 键 词： | SUR模型 回归系数 最小方差线性无偏估计 两步估计 |
Estimation for the Regression Coefficients of the SUR Model |
| |
| Lu Annan Yu Mingshu.Estimation for the Regression Coefficients of the SUR Model[J].Mathematica Applicata,1991,4(1):83-89. |
| |
| Authors: | Lu Annan Yu Mingshu |
| |
| Institution: | Huazhong University of Science and Technology |
| |
| Abstract: | This paper proves a necessary and sufficient condition about the minimum variance linear unbiased estimators for the regression coefficients of the SUR model. Several classes of the MVLUE and the two stage estimators for the regression coefficients of the SUR model are discussed by means of this result. This method avoids some calculations about the inverse of the block matrices. The paper also extends and perfects some results given by other authors. |
| |
| Keywords: | Seemingly unrelated regression model Regression coefficient Minimum variance linear unbiased estimator Two stage estimators |
| 本文献已被 CNKI 维普 等数据库收录！ |
