Linear Restrictions on Parameters in linear regression model with non-spherical disturbalances

in this paper we are concerned with the estimation of parameters snbject to linear constraints. No rank conditions are imposed on R,X and V. The results are applied to obtain the generalized inverse of X'V+X which ^ ields a solution of the normal equations snbject to nonestimable constraints on the parameters.

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  • Ankara Üniversitesi – Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics Dergisi
Communications Faculty of Sciences University of Ankara Series A1 Mathematics and Statistics-Cover
  • ISSN: 1303-5991
  • Yayın Aralığı: Yılda 4 Sayı
  • Başlangıç: 1948
  • Yayıncı: Ankara Üniversitesi