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Estimation of regression models under linear restrictions

✍ Scribed by V. K. Srivastava; B. S. Agnihotri

Publisher
John Wiley and Sons
Year
1980
Tongue
English
Weight
92 KB
Volume
22
Category
Article
ISSN
0323-3847

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✦ Synopsis

Abstract

The variance‐covariance matrices of restricted regression and mixed regression estimators are compared and the consequences of introducing variability in the restrictions are examined.

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Conditions for superiority of the minimum dispersion estimator over another with respect to the covariance matrix are derived when the vector parameter of a regression model is subject to competing stochastic restrictions. The restrictions may also consist both of a deterministic part and a stochast