Table of Contents
ISRN Applied Mathematics
Volume 2014, Article ID 679835, 6 pages
http://dx.doi.org/10.1155/2014/679835
Research Article

Improved Liu-Type Estimator of Parameters in Two Seemingly Unrelated Regressions

Jibo Wu1,2

1School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing 402160, China
2Department of Mathematics and KLDAIP, Chongqing University of Arts and Sciences, Chongqing 402160, China

Received 27 December 2013; Accepted 18 February 2014; Published 16 March 2014

Academic Editors: Y. M. Cheng and F. Sartoretto

Copyright © 2014 Jibo Wu. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

Linked References

  1. A. Zellner, “An efficient method of estimating seemingly unrelated regressions and tests for aggregation bias,” Journal of the American Statistical Association, vol. 57, no. 298, pp. 348–368, 1962. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  2. A. Zellner, “Estimators for seemingly unrelated equations: some exact finite sample results,” Journal of the American Statistical Association, vol. 11, no. 58, pp. 977–992, 1963. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  3. L. Wang, H. Lian, and R. S. Singh, “On efficient estimators of two seemingly unrelated regressions,” Statistics & Probability Letters, vol. 81, no. 5, pp. 563–570, 2011. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  4. M. Roozbeh, M. Arashi, and H. Niroumand, “On seemingly unrelated semi-parametric models,” in Proceedings of the 58th World Statistical Congress, pp. 5125–5131, International Statistical Institute, 2011.
  5. S. R. Singh, L. C. Wang, and H. M. Song, “The superiorities of minimum bayes risk linear unbiased estimator in two seemingly unrelated regressions,” Journal of Statistical and Econometric Methods, vol. 12, no. 3, pp. 153–174, 2013. View at Google Scholar
  6. N. S. Revankar, “Some finite sample results in the context of two seemingly unrelated regression equations,” Journal of the American Statistical Association, vol. 69, no. 3, pp. 187–190, 1974. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  7. V. K. Srivastava and D. E. Giles, A Seemingly Unrelated Regression Equations Models, vol. 4, Marcel Dekker Inc., New York, NY, USA, 1987. View at MathSciNet
  8. S. G. Wang, “Covariance improvement estimate of the parameters in seemingly unrelated regression models,” in Proceedings of the 2nd Japan China Symposium on Statistics, pp. 318–321, 1986.
  9. A. Y. Liu and S. G. Wang, “A biased estimator in two seemingly unrelated regression model,” Chinese Journal of Applied Probability and Statistics, vol. 7, no. 3, pp. 266–274, 1991. View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  10. A. Y. Liu, “A improved principal component regression estimator in two seemingly unrelated regression model,” Application of Statistics and Management, vol. 12, no. 2, pp. 70–75, 1993. View at Google Scholar
  11. S. M. Qiu, Improved c-k Estimators of Parameters in Seemingly Unrelated Regression System, Hunan University, 2008.
  12. M. Roozbeh, M. Arashi, and M. Gasparini, “Seemingly unrelated ridge regression in semiparametric models,” Communications in Statistics, Theory and Methods, vol. 41, no. 8, pp. 1364–1386, 2012. View at Publisher · View at Google Scholar · View at Zentralblatt MATH · View at MathSciNet
  13. X. R. Chen, The Parameter Estimation in Linear Regression Model, Science Press, 1985.
  14. C. T. Lin, “A class of two-stage regression estimation system,” Chinese Science Bulletin, vol. 15, no. 14, pp. 840–842, 1984. View at Google Scholar · View at MathSciNet
  15. C. R. Rao, H. Toutenburg, Shalabh, and C. Heumann, Linear Models and Generalizations, Springer, Berlin, Germany, 2008. View at MathSciNet