Estimation of the parameters in two linear models with only some of the parameter vectors identical

Aiyi Liu

Statistics & Probability Letters, 1996, vol. 29, issue 4, 369-375

Abstract: Two normal linear models with some of the parameters identical are considered in this paper. The paper gives a feasible estimate of the common parameters and discusses its properties. In addition, the effects on other parameters caused by the common parameters are also studied.

Keywords: Common; parameters; Best; linear; unbiased; estimator; Feasible; estimates (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (1)

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