On the nonnegativity of XX^+ and its relevance in econometrics

DOI10.1007/BF01897796zbMATH Open0558.62099MaRDI QIDQ762872FDOQ762872

Authors: Gerd Ronning 

Publication date: 1985

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175984

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zbMATH Keywords

heteroskedasticitylinear modelsweighted least squaresleast squares estimationMoore-Penrose inverse

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Factorization of matrices (15A23) Theory of matrix inversion and generalized inverses (15A09) Positive matrices and their generalizations; cones of matrices (15B48)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Note on the Generalized Inverse of a Matrix Product
• Title not available (Why is that?)
• Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation
• Stochastic specification and the estimation of share equations
• Regression and the Moore-Penrose pseudoinverse
• Title not available (Why is that?)
• A bound for the Euclidean norm of the difference between the least squares and the best linear unbiased estimators
• Some Theorems in the Linear Probability Model

Cited In (2)

• Share equations in econometrics: A story of repression, trustration and dead ends
• Nonnegative Rank Factorization of a Nonnegative Matrix A with A A ≥0

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