The Relatively efficiencies of the Parameter Estimate in Seemingly Unrelated Regression Models

被引：0
|
作者：
Liu Haisheng [1 ]
Liu Meiling [1 ]
机构：
[1] North China Inst Sci & Technol, Beijing 101601, Peoples R China
来源：
2013 FOURTH INTERNATIONAL CONFERENCE ON INTELLIGENT SYSTEMS DESIGN AND ENGINEERING APPLICATIONS | 2013年
关键词：
SUR model; relative efficiency; CIE; BLUE;
D O I：
10.1109/ISDEA.2013.565
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
For the regression system composed of the two linear regression equations, we propose three kinds of relative efficiencies of the covariance improvement on the unknown parameter vector toward the best linear unbiased estimate, the lower bounds of which are respectively given in the paper. Then the three kinds of efficiencies are compared by numerical simulation so that the best are found.
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页码：691 / 694
页数：4
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