Estimating the matrix of root-mean-square errors of estimates of linear regression parameters for an arbitrary number of regressors and three inequality constraints (Q2371699)
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scientific article; zbMATH DE number 5170063
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| English | Estimating the matrix of root-mean-square errors of estimates of linear regression parameters for an arbitrary number of regressors and three inequality constraints |
scientific article; zbMATH DE number 5170063 |
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Estimating the matrix of root-mean-square errors of estimates of linear regression parameters for an arbitrary number of regressors and three inequality constraints (English)
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5 July 2007
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As is well known, the construction of a regression model has two aspects, namely, the estimation of parameters and analysis of the adequacy of the model obtained. In this paper, formulas for computing the matrix of mean-square error of parameters are proposed for an arbitrary number of regressors and three constraints. In this case, constraints can be active and inactive for the sample being considered.
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linear regression
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inequality constraint
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matrix of root-mean-square errors
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remainder variance
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matrix transformation
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0.9065231
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0.8940218
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0.89222646
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0.88201666
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