A Simple Mathematical Relationship amongk-Class Estimators
作者:
Asatoshi Maeshiro,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1966)
卷期:
Volume 61,
issue 314
页码: 368-374
ISSN:0162-1459
年代: 1966
DOI:10.1080/01621459.1966.10480871
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
A simple mathematical relationship amongk-class estimators is demonstrated when a regression equation in a simultaneous system involves the regression of an endogenous variable (y0) on exogenous variables (x1, …,xλ) and on a single endogenous “independent” variable (y1). The relation is that given any set of observations on the relevant variables, we can calculate a constantk* and set of constantsb1*,ci*,hb1, andhci(i= 1, …, λ) such that any estimated coefficientsb1andciare related to the value ofkcorresponding to the estimating procedure by rectangular hyperbolas
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