Estimating the matrix of root-mean-square errors of estimates of linear regression parameters for an arbitrary number of regressors and three inequality constraints

DOI10.1007/S10559-006-0071-XzbMATH Open1120.15022OpenAlexW2020441134MaRDI QIDQ2371699FDOQ2371699

Arnold S. Korkhin

Publication date: 5 July 2007

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-006-0071-x

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zbMATH Keywords

linear regressionmatrix transformationinequality constraintmatrix of root-mean-square errorsremainder variance

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Analysis of variance and covariance (ANOVA) (62J10) Hermitian, skew-Hermitian, and related matrices (15B57)

Cites Work

• Title not available (Why is that?)
• On inequality constrained generalized least-squares estimation
• Parameter estimation accuracy for nonlinear regression with nonlinear constraints
• Title not available (Why is that?)

Cited In (4)

• Estimation accuracy of linear regression parameters with regard to inequalitiy constraints based on a truncated matrix of mean square errors of parameter estimates
• Some comments on six inequalities associated with the inefficiency of ordinary least squares with one regressor
• Application of graph-theoretic methods in the problem of estimating the parameters of a particular regression model subject to a special type of constraints
• Title not available (Why is that?)

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