Inequality Restrictions in Regression Analysis
作者:
G.G. Judge,
T. Takayama,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1966)
卷期:
Volume 61,
issue 313
页码: 166-181
ISSN:0162-1459
年代: 1966
DOI:10.1080/01621459.1966.10502016
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In order to combine prior and sample information in the estimation of regression coefficients, when the prior knowledge about the parameter space exists in the form of inequality constraints, the regression model is respecified as a quadratic programming problem. The sampling properties of the general restricted estimator are discussed and the inequality restricted formulation is extended to cover a set of regression equations. As an example of the applicability of the specification, the estimation procedure is applied to the problem of obtaining estimates of the transitional probabilities of a finite Markov Process from aggregated outcome data.
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