Two-stage least squares and indirect least squares algorithms for simultaneous equations models
نویسندگان
چکیده
منابع مشابه
Two-Stage Least Squares Algorithms with QR Decomposition for Simultaneous Equations Models on Heterogeneous Multicore and Multi-GPU Systems
G21 Z̃22 Z̃23 Z̃24 W̃21 G31 Z̃32 Z̃33 Z̃34 W̃31 G41 G42 Z̃43 Z̃44 W̃41 G51 G52 Z̃53 Z̃54 W̃51 Z11 Z12 Z13 Z14 W11 G21 Z̃22 Z̃23 Z̃24 W̃21 G31 Z̃32 Z̃33 Z̃34 W̃31 G41 G42 Z̃43 Z̃44 W̃41 G51 G52 Z̃53 Z̃54 W̃51 Two-Stage Least Squares algorithms with QR decomposition for Simultaneous Equations Models on heterogeneous multicore and multi-GPU systems Carla Ramiroa, José J. López-Espínb, Domingo Giménezc and Antonio M. Vidala
متن کاملLeast – Squares Method For Estimating Diffusion Coefficient
Abstract: Determination of the diffusion coefficient on the base of solution of a linear inverse problem of the parameter estimation using the Least-square method is presented in this research. For this propose a set of temperature measurements at a single sensor location inside the heat conducting body was considered. The corresponding direct problem was then solved by the application of the ...
متن کاملLEAST – SQUARES METHOD FOR ESTIMATING DIFFUSION COEFFICIENT
Determining the diffusion coefficient based on the solution of the linear inverse problem of the parameter estimation by using the Least-square method is presented. A set of temperature measurements at a single sensor location inside the heat conducting body is required. The corresponding direct problem will be solved by an application of the heat fundamental solution.
متن کاملUnifying Least Squares, Total Least Squares and Data Least Squares
The standard approaches to solving overdetermined linear systems Ax ≈ b construct minimal corrections to the vector b and/or the matrix A such that the corrected system is compatible. In ordinary least squares (LS) the correction is restricted to b, while in data least squares (DLS) it is restricted to A. In scaled total least squares (Scaled TLS) [15], corrections to both b and A are allowed, ...
متن کاملThe Symmetric Type Two-stage Trimmed Least Squares Estimator for the Simultaneous Equations Model
A two-stage symmetric regression quantile is considered as an alternative for estimating the population quantile for the simultaneous equations model. We introduce a two-stage symmetric trimmed least squares estimator (LSE) based on this quantile. It is shown that, under mixed multivariate normal errors, this trimmed LSE has asymptotic variance much closer to the Cramér-Rao lower bound than som...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Computational and Applied Mathematics
سال: 2012
ISSN: 0377-0427
DOI: 10.1016/j.cam.2011.07.005