The Efficiency of the K-L Estimator for the Seemingly Unrelated Regression Model: Simulation and Application

The Efficiency of the K-L Estimator for the Seemingly Unrelated Regression Model: Simulation and Application

This paper considers the Ridge Feasible Generalized Least Squares Estimator (RFGLSE), Ridge Seemingly Unrelated Regression RSUR and proposes the Kibria-Lukman KLSUR estimator for the parameters of the Seemingly Unrelated Regression (SUR) model when the regressors of the models are collinear. A simu...

Full description

Bibliographic Details
Main Authors: Oluwayemisi Oyeronke Alaba, B. M. Golam Kibria
Format: Article
Language:English
Published: Nigerian Society of Physical Sciences 2023-06-01
Series:Journal of Nigerian Society of Physical Sciences
Subjects:
Multicollinearity
Ridge feasible generalized least squares estimator
Seemingly Unrelated Regression
Trace Mean Square Error
K-LSUR
Online Access:https://journal.nsps.org.ng/index.php/jnsps/article/view/1514

Internet

https://journal.nsps.org.ng/index.php/jnsps/article/view/1514

Similar Items