Computations for constrained linear models

DOI10.1016/0304-4076(80)90053-6zbMath0432.62043OpenAlexW2058038975MaRDI QIDQ1138866

Thomas M. Gerig, A. Ronald Gallant

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)90053-6

zbMATH Keywords

estimabilityMoore-Penrose inverselinear parametric equality constraintslinear parametric inequality constraints

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (max. 100)

Some remarks on fundamental formulas and facts in the statistical analysis of a constrained general linear model ⋮ A linear regression model for imprecise response ⋮ Estimation of a simple linear regression model for fuzzy random variables

Cites Work

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• Developments in Linear Regression Methodology: 1959-1982
• Computing methods for linear models subject to linear parametric constraints
• Inequality Constrained Least-Squares Estimation
• Numerical computations for univariate linear models
• On Least Squares with Insufficient Observations
• A Test of the Mean Square Error Criterion for Restrictions in Linear Regression
• Calculating the Singular Values and Pseudo-Inverse of a Matrix
• The least squares problem and pseudo-inverses

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