標題: | Two-stage Welsh's trimmed mean for the simultaneous equations model |
作者: | Chen, LA Liang, KY Liu, CC 統計學研究所 Institute of Statistics |
關鍵字: | Aitken estimator;generalized least squares estimator;simultaneous equations model;trimmed mean |
公開日期: | 1-十二月-2001 |
摘要: | This paper discusses the large sample theory of the two-stage Welsh's trimmed mean for the limited information simultaneous equations model. Besides having asymptotic normality, this trimmed mean, as the two-stage least squares estimator, is a generalized least squares estimator. It also acts as a robust Aitken estimator for the simultaneous equations model. Examples illustrate real data analysis and large sample inferences based on this trimmed mean. |
URI: | http://hdl.handle.net/11536/29228 |
ISSN: | 1369-1473 |
期刊: | AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS |
Volume: | 43 |
Issue: | 4 |
起始頁: | 481 |
結束頁: | 492 |
顯示於類別: | 期刊論文 |