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

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

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

Cited In (2)

• Some comments on six inequalities associated with the inefficiency of ordinary least squares with one regressor
• Title not available (Why is that?)

Recommendations

• Title not available (Why is that?) 👍 👎
• Mean Squared Error Matrix Comparisons of Some Biased Estimators in Linear Regression 👍 👎
• Mean square error matrix comparison of some estimators in linear regressions with multicollinearity 👍 👎
• Minimum mean-squared error estimation in linear regression with an inequality constraint 👍 👎
• Mean square error matrix comparisons of estimators in linear regression 👍 👎
• On the bias and mean square error of the least square estimator in a regression model with two inequality constraints and multivariate t error terms 👍 👎
• Estimation accuracy of linear regression parameters with regard to inequalitiy constraints based on a truncated matrix of mean square errors of parameter estimates 👍 👎

This page was built for publication: Estimating the matrix of root-mean-square errors of estimates of linear regression parameters for an arbitrary number of regressors and three inequality constraints

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2371699)