In: Mathematica Slovaca, vol. 55, no. 4
Lubomír Kubáček - Jaroslav Marek
Year, pages: 2005, 477 - 494
Two stage regression model with special structure of the covariance matrix can lead to the problem how to estimate a given function of the second stage parameter in order that the influence of the uncertainty in estimation of the first stage parameter is minimized. The aim of the paper is to give a procedure for estimation, to make some numerical study of such a situation and to focus an attention on an equivalence of different procedure of estimation.
How to cite:
Kubáček, L., Marek, J. 2005. Partial optimum estimator in two stage regression model with constraints and a problem of equivalence. In Mathematica Slovaca, vol. 55, no.4, pp. 477-494. 0139-9918.
Kubáček, L., Marek, J. (2005). Partial optimum estimator in two stage regression model with constraints and a problem of equivalence. Mathematica Slovaca, 55(4), 477-494. 0139-9918.