For a seemingly Unrelated regression system with the assumption of normality,a necessary and sufficient condition for the existence of the Uniformly Minimum Risk Unbiased (UMRU)estimator of regression coefficients und...For a seemingly Unrelated regression system with the assumption of normality,a necessary and sufficient condition for the existence of the Uniformly Minimum Risk Unbiased (UMRU)estimator of regression coefficients under strictly convex loss is obtained;it is proved that any unbiased estimator can not improve the least squares estimator;it is also shown that no UMRU estimator exists under missing observations.展开更多
基金Supported by the National Natural Science Foundation of China.
文摘For a seemingly Unrelated regression system with the assumption of normality,a necessary and sufficient condition for the existence of the Uniformly Minimum Risk Unbiased (UMRU)estimator of regression coefficients under strictly convex loss is obtained;it is proved that any unbiased estimator can not improve the least squares estimator;it is also shown that no UMRU estimator exists under missing observations.
