相依回归方程的一种估计

An improved estimator for the system of seemingly unrelated regression equations

对相依回归方程组yi=Xiβi+εi,E(εi)=0,Cov(εi,εj)=σij I n,i,j=1,2,提出了一种有偏估计,并研究了这种估计的容许性及其优越性,给出了2个充分且必要条件.

For the system of two seemingly unrelated regression equations ： yi=Xiβi＋εi,E（εi）=0,Cov（εi,εj）=σijIn,i,j=1,2, an improved estimator is proposed in this paper. Discussed the admissibility and advantages of this estimator, given two sufficient and necessary conditions.