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On a Restricted Least Squares Estimator

 

作者: M. Atiqullah,  

 

期刊: Journal of the American Statistical Association  （Taylor Available online 1969）
卷期: Volume 64, issue 327  

页码: 964-968

 

ISSN:0162-1459

 

年代: 1969

 

DOI:10.1080/01621459.1969.10501028

 

出版商: Taylor & Francis Group

 

数据来源: Taylor

 

摘要:

The method of Sweep-Out is used to obtain computing formulas for calculating the least-squares estimator and its variance matrix in linear models, not necessarily of full rank, in which certain restrictions may hold on the actual parameters. A test for a specified value of parametric restrictions is also discussed.

 

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