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Estimation of regression models under linear restrictions
Author(s) -
Srivastava V. K.,
Agnihotri B. S.
Publication year - 1980
Publication title -
biometrical journal
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.108
H-Index - 63
eISSN - 1521-4036
pISSN - 0323-3847
DOI - 10.1002/bimj.4710220311
Subject(s) - statistics , proper linear model , estimator , linear regression , regression analysis , mathematics , regression , analysis of covariance , covariance , regression diagnostic , econometrics , cross sectional regression , variance (accounting) , linear model , polynomial regression , economics , accounting
The variance‐covariance matrices of restricted regression and mixed regression estimators are compared and the consequences of introducing variability in the restrictions are examined.