The Linear Model with Restricted Explanatory Variables

DOI10.2307/1403688MaRDI QIDQ3990524zbMATH OpenOpenAlexFDO

Authors Annibal Parracho Sant'Anna

Publication date 28 June 1992

Published in International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/1403688

zbMATH Keywords

estimabilitytestabilityrecursive least squares algorithmlinear equality constraintsrestricted least squaresgeneralized inverse estimatorsnonsingular disturbances covariance matrixsingular design matrix

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

Recommendations

• Theory and computation of restricted linear models
• scientific article; zbMATH DE number 4178421
• Estimation in singular linear models with stochastic linear restrictions and linear equality restrictions
• scientific article; zbMATH DE number 3942698
• Two kinds of restricted estimators in singular linear regression

Cited in

(7)

• On the problem of estimation with approximative linear restrictions
• Theory and computation of restricted linear models
• scientific article; zbMATH DE number 4178421 (Why is no real title available?)
• Statistical analysis of a linear regression model with restrictions and superfluous variables
• Applied regression analysis bibliography update 1990-91
• A further result on the sign of restricted least-squares estimates
• Estimation in universal models with restrictions

This page was built for publication: The Linear Model with Restricted Explanatory Variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3990524)