On restricted estimation in linear models

DOI10.1016/0304-4076(80)90052-4zbMath0429.62055OpenAlexW2014549304MaRDI QIDQ1137840

Warren T. Dent

Publication date: 1980

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(80)90052-4

zbMATH Keywords

restricted maximum likelihood estimatorHouseholder transformationF- statistic

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear inference, regression (62J99)

Related Items (5)

Estimation in singular linear models with stepwise inclusion of linear restrictions ⋮ On equalities of estimations of parametric functions under a general linear model and its restricted models ⋮ On restricted estimation in linear models ⋮ Equalities for estimators of partial parameters under linear model with restrictions ⋮ On the equivalence of the BLUEs under a general linear model and its restricted and stochastically restricted models

Cites Work

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• On restricted estimation in linear models
• Information and computation in simultaneous equations estimation
• Numerical methods for solving linear least squares problems
• Computing methods for linear models subject to linear parametric constraints
• Numerical computations for univariate linear models
• An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias

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