Restricted Least Square revisited

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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 originaleEnglish
pagine (da-a)95-100
Numero di pagine6
RivistaJOURNAL OF STATISTICS & MANAGEMENT SYSTEMS
VolumeVol. 6
Stato di pubblicazionePubblicato - 2003

Keywords

  • Restricted least square revisited

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