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On the combination of equality and inequality restrictions on regression coefficients

✍ Scribed by H. Toutenburg

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

No coin nor oath required. For personal study only.

✦ Synopsis

Abstract

The paper gives a method for using equality and inequality restrictions simultaneously. This is done by combining the estimator for linear equality restrictions and the minimax linear estimator principle which was developed for inequality restraints.

The result is a ridge‐type estimator, namely a biased so‐to‐speak minimax‐linear estimator (MMLE) which dominates the classical MMLE in the sense of smaller MSE.

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