Existence of the Uniformly Minimum Risk Unbiased Estimator in Seemingly Unrelated Regression System

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.

Statistical Inference on Seemingly Unrelated Single-Index Regression Models

In this article, we consider a class of seemingly unrelated single-index regression models. By taking the contemporaneous correlation among equations into account we construct the weighted estimators （WEs） for unknown parameters of the coefficients and the improved local polynomial estimators for the unknown functions, respectively. We establish the asymptotic normalities of these estimators, and show both of them are more asymptotically efficient than those ignoring the contemporaneous correlation. The performances of the proposed procedures are evaluated through simulation studies.

On Estimating Regression Coefficients in Seemingly Unrelated Regression System

In the system of m （m ≥ 2） seemingly unrelated regressions, we show that the Gauss-Markov estimator （GME） of any regression coefficients has unique simplified form, which exactly equals to the one- step covariance-adjusted estimator of the regression coefficients, and hence we conclude that for any finite k ≥ 2 the k-step covariance-adjusted estimator degenerates to the one-step covariance-adjusted estimator and the corresponding two-stage Aitken estimator has exactly one simplified form. Also, the unique simplified expression of the GME is just the estimator presented in the Theorem 1 of Wang＇ work [1988]. A new estimate of regression coefficients in seemingly unrelated regression system, Science in China, Series A 10, 1033-1040].

Estimating the productive potential of five natural forest types in northeastern China

Background: There is a serious lack of experience regarding the productive potential of the natural forests in northeastern China, which severely limits the development of sustainable forest management strategies for this most important forest region in China. Accordingly, the objective of this study is to develop a first comprehensive system for estimating the wood production for the five dominant forest types.Methods: Based on a network of 384 field plots and using the state-space approach, we develop a system of dynamic stand models, for each of the five main forest types. Four models were developed and evaluated, including a base model and three extended models which include the effects of dominant height and climate variables. The four models were fitted, and their predictive strengths were tested, using the "seemingly unrelated regression"(SUR) technique.Results: All three of the extended models increased the accuracy of the predictions at varying degrees for the five major natural forest types of northeastern China. The inclusion of dominant height and two climate factors(precipitation and temperature) in the base model resulted in the best performance for all the forest types. On average, the root mean square values were reduced by 13.0% when compared with the base model.Conclusion: Both dominant height and climate factors were important variables in estimating forest production. This study not only presents a new method for estimating forest production for a large region, but also explains regional differences in the effect of site productivity and climate.

Efcient Estimation of Varying Coefcient Seemly Unrelated Regression Model

In this paper, we propose a class of varying coefficient seemingly unrelated regression models, in which the errors are correlated across the equations. By applying the series approximation and taking the contemporaneous correlations into account, we propose an efficient generalized least squares series estimation for the unknown coefficient functions. The consistency and asymptotic normality of the resulting estimators are established. In comparison with the ordinary/east squares ones, the proposed estimators are more efficient with smaller asymptotical variances. Some simulgtlon＇studies and a real application are presented to demonstrate the finite sample performance of the proposed methods. In addition, based on a B-spline approximation, we deduce the asymptotic bias and variance of the proposed estimators.

An Empirical Study on Telecommunication Development in the Rural Areas of China 's 12 Western Provinces

This paper studied rural telecom markets in China＇s 12 western provinces with Seemingly Unrelated Regression （SUR） models. Using two regress analysis of telecom business income and rural telephone permeation rate in 12 western provinces, we got some new conclusions such as, the installation and usage of telephones among farmers are affected by several variables, and income is only one of them. According to our data analysis, variables influencing the installation and usage of telephones are not the same. Different variables exert different degrees of influence in the provinces.

Comparing independent climate-sensitive models of aboveground biomass and diame ter grow th with their compatible simultaneous model system for three larch species in China

Accurate estimate of tree biomass is essential for forest management.In recent years,several climate-sensitive allometric biomass models with diameter at breast height(D)as a predictor have been proposed for various tree species and climate zones to estimate tree aboveground biomass(AGB).But the allometric models only account for the potential effects of climate on tree biomass and do not simultaneously explain the influence of climate on D growth.In this study,based on the AGB data from 256 destructively sampled trees of three larch species randomly distributed across the five secondary climate zones in northeastern and northern China,we first developed a climate-sensitive AGB base model and a climate-sensitive D growth base model using a nonlinear least square regression separately.A compatible simultaneous model system was then developed with the climate-sensitive AGB and D growth models using a nonlinear seemingly unrelated regression.The potential effects of several temperature and precipitation variables on AGB and D growth were evaluated.The fitting results of climatic sensitive base models were compared against those of their compatible simultaneous model system.It was found that a decreased isothermality([mean of monthly(maximum temperatureminimum temperature)]/(Maximum temperature of the warmest month-Minimum temperature of the coldest month))and total growing season precipitation,and increased annual precipitation significantly increased the values of AGB;an increase of temperature seasonality(a standard deviation of the mean monthly temperature)and precipitation seasonality(a standard deviation of the mean monthly precipitation)could lead to the increase of D.The differences of the model fitting results between the compatible simultaneous system with the consideration of climate effects on both AGB and D growth and its corresponding climate-sensitive AGB and D growth base models were very small and insignificant(p>0.05).Compared to the base models,the inhere nt correlation of AGB with D was taken into account effectively by the proposed compatible model system developed with the climate-sensitive AGB and D grow th models.In addition,the compatible properties of the estimated AGB and D were also addressed substantially in the proposed model system.