Restricted Estimator in Two Seemingly Unrelated Regression Model

Funda Erdugan; Fikri AKDENİZ

No Detail Found!

Restricted Estimator in Two Seemingly Unrelated Regression Model

Author(s)

Funda Erdugan Department of Statistics, Faculty of Arts and Sciences, Kırıkkale University, Turkey.

Fikri AKDENİZ Department of Mathematics and Computer Science Faculty of Arts and Sciences Çağ University, 33800 Mersin, Turkey.

Abstract

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.

Publication Details

Page(s) 579-588

DOI DOI not available

Published Journal: Pakistan Journal of Statistics and Operation Research, Volume: 12, Issue: 4, Year: 2016

Request the full text from PASTIC

Keywords

Restricted feasible estimator, Two-stage estimator, Seemingly unrelated regressions

Citations

Downloads

Views