半相依回归系统的岭型主成分改进估计

An Improvement of Combining Ridge and Principal Components Estimator for Seemingly Unrelated Regression System

对于一类半相依回归系统，本文提出了一种岭型主成分改进估计，并讨论了这种估计及相应的两步估计的优良性质，获得了若干深入的结果。

Abstract For the two seemingly unrelated regression system,this paper proposed an improved combining ridge and pricipal components estimator and investigated its advantages.The related two -stage improved combining ridge and principal components estimator and its properties are also discudded.