A note on the computation of inequality constrained least squares estimates

DOI10.1016/0165-1765(82)90043-XMaRDI QIDQ373780zbMATH OpenOpenAlexWikidataFDO

Authors Peter Schmidt, Michael Thomson

Publication date 25 October 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0165-1765(82)90043-x

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Quadratic programming (90C20)

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Cites work

• scientific article; zbMATH DE number 3816886 (Why is no real title available?)
• scientific article; zbMATH DE number 3067835 (Why is no real title available?)
• Inequality Restrictions in Regression Analysis

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(2)

• Some comments on six inequalities associated with the inefficiency of ordinary least squares with one regressor
• A note on constrained total least-squares estimation

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