Sankhya: The Indian Journal of Statistics

1993, Volume 55, Series B, Pt. 1, 135--138

ESTIMATION OF SEEMINGLY UNRELATED REGRESSIONS WITH UNEQUAL NUMBERS OF OBSERVATION

By

V. K. SHARMA, *Indian Agricultural Statistics Research Institute *

SUMMARY. In this note an attempt is made to estimate seemingly unrelated two-equation regression models when the numbers of observations are unequal and the order of observations cannot be disturbed as in time-series data. It is seen that the results given by Schmidt (1977) become particular cases of the situations discussed here.

*AMS(1980)subject classification.* 62P20

*Key words and phrases*. Generalized least-squares estimators, least-squares residuals, first-order auto-regressive errors