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Note on Constrained Optimum Regression
Author(s) -
Beale E. M. L.,
Hutchinson P. C.
Publication year - 1974
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347002
Subject(s) - mathematics , regression dilution , regression , zero (linguistics) , regression analysis , linear regression , statistics , proper linear model , polynomial regression , philosophy , linguistics
Summary It is shown that, in linear regression with the restriction of some regression coefficients to non‐negative values, if the best fitting equation with not more than r non‐zero regression coefficients has fewer than r non‐zero coefficients, then there can be no better‐fitting equation with more coefficients.