✦ LIBER ✦

Parameter Estimation in Linear Models with Heteroscedastic Variances Subject to Order Restrictions

✍ Scribed by Carol Hoferkamp; Shyamal Das Peddada

Publisher: Elsevier Science
Year: 2002
Tongue: English
Weight: 172 KB
Volume: 82
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.2001.2010

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✦ Synopsis

Estimation of parameters in linear fixed and mixed effects models, under order restrictions on the error variances, is considered in this article. For simplicity of exposition, we shall assume that the error variances are subject to simple order restriction. Similar methodology can be developed for other forms of order restrictions as well.

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