Abstract
In this paper new light is shed on restricted least-square thanks to a recent result on partitioned inversion (2) which paves the way to finding a novel closed-form expression for the constrained estimator that is more general than the classical Theil's solution
| Lingua originale | English |
|---|---|
| pagine (da-a) | 95-100 |
| Numero di pagine | 6 |
| Rivista | JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS |
| Volume | Vol. 6 |
| Stato di pubblicazione | Pubblicato - 2003 |
Keywords
- Restricted least square revisited