A NEW ESTIMATE OF REGRESSION COEFFICIENTS IN SEEMINGLY UNRELATED REGRESSION SYSTEM
S Wang · 1989
For a seemingly unrelated regression system consisting of m equations, the information contained in all the equations is divided into sample information and additional information, and a new estimate of the regression coefficients is proposed by using successive superposition. More precisely, the following three problems are solved: (ⅰ) a statistic summarized the additional information is constructed, (ⅱ) a procedure which superposes the additional information on the sample information and a new estimate of regression coefficients are proposed, (ⅲ) some properties of the new estimate are established.