期刊名称：Pakistan Journal of Statistics and Operation Research
印刷版ISSN：2220-5810
出版年度：2016
卷号：12
期号：4
页码：579-588
DOI：10.18187/pjsor.v12i4.1381
语种：English
出版社：College of Statistical and Actuarial Sciences
摘要：This article is concerned with the estimation problem of multicollinearity in two seemingly unrelated regression (SUR) equations with linear restrictions. We propose a restricted feasible SUR estimates of the regression coefficients of this model and compare with feasible generalized least squares (FGLS) estimator and the estimator proposed by Revankar (1974) in the matrix mean square error sense. The ideas in the article are evaluated using Monte Carlo simulation.
其他摘要：This article is concerned with the estimation problem of multicollinearity in two seemingly unrelated regression (SUR) equations with linear restrictions. We propose a restricted feasible SUR estimates of the regression coefficients of this model and compare with feasible generalized least squares (FGLS) estimator and the estimator proposed by Revankar (1974) in the matrix mean square error sense. The ideas in the article are evaluated using Monte Carlo simulation.
