Linear regression with constraints on correlation coefficients

MaRDI QIDQ578817zbMATH OpenFDO

Authors Yu. M. Tsodikov

Publication date 1986

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

constraints on correlation coefficientsinput-output correlationsprior information

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Quadratic programming (90C20)

Review text

We examine parameter estimation in a linear regression model using prior information about the correlation coefficients of the model inputs and outputs, specified in the form of bounds on the admissible input-output correlations. The solution is reduced to a quadratic programming problem.

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Cited in

(6)

• Estimation of unknown parameters of linear regression in the presence of prior information
• Linear and ellipsoidal restrictions in linear regression
• scientific article; zbMATH DE number 2247108 (Why is no real title available?)
• A constrained linear estimator for multiple regression
• Using correlation coefficients to estimate slopes in multiple linear regression
• Regression with strongly correlated data

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