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A comparison of the small sample properties of nonlinear two-stage and nonlinear three-stage least squares

 

作者: Michael Hazilla,   V. Kerry Smith,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1983）
卷期: Volume 12, issue 3  

页码: 307-329

 

ISSN:0361-0918

 

年代: 1983

 

DOI:10.1080/03610918308812321

 

出版商: Marcel Dekker, Inc.

 

关键词: optimization algorithm;Monte Carlo experiments

 

数据来源: Taylor

 

摘要:

This paper presents the results of a series of sampling experiments to evaluate the small sample properties of several variants of the nonlinear two stage and nonlinear three stage least squares estimators. The analysis also considers the effects of the numerical optimization scheme used to implement the estimators. The findings indicate that the optimization algorithm does affect the performance of both estimators.

 

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