A Constrained Least Squares Approach to the General Gauss-Markov Linear Model

DOI10.2307/2287520zbMath0475.62052OpenAlexW4232340840MaRDI QIDQ3930488

Stavros Kourouklis, Christopher C. Paige

Publication date: 1981

Full work available at URL: https://doi.org/10.2307/2287520

zbMATH Keywords

covariance matrixnumerical stabilitygeneralized inverse

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Direct numerical methods for linear systems and matrix inversion (65F05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (18)

Seemingly unrelated regression model with unequal size observations: Computational aspects ⋮ An improved algorithm for generalized least squares estimation ⋮ An efficient branch-and-bound strategy for subset vector autoregressive model selection ⋮ Inclusion and exclusion of data or parameters in the general linear model ⋮ A constrained least-squares approach to the rapid reanalysis of structures ⋮ Circumstances in which different criteria of estimation can be applied to estimate policy effects ⋮ Updates of statistics in a general linear model: a statistical interpretation and applications ⋮ A recursive three-stage least squares method for large-scale systems of simultaneous equations ⋮ Inverse-partitioned-matrix method for the general Gauss-Markov model with linear restrictions ⋮ Computational methods for modifying seemingly unrelated regressions models. ⋮ Generalized QR factorization and its applications ⋮ An alternative approach for the numerical solution of seemingly unrelated regression equations models ⋮ Estimating seemingly unrelated regression models with vector autoregressive disturbances ⋮ Estimating large-scale general linear and seemingly unrelated regressions models after deleting observations ⋮ Estimating all possible SUR models with permuted exogenous data matrices derived from a VAR process ⋮ A comparative study of algorithms for solving seemingly unrelated regressions models ⋮ On the extrema of linear least-squares problems ⋮ The general linear model of the generalized singular value decomposition

This page was built for publication: A Constrained Least Squares Approach to the General Gauss-Markov Linear Model