In this paper new light is shed on restricted least-square thanks to a recent result on partitioned inversion (2) which paves the way to finding a novel closed-form expression for the constrained estimator that is more general than the classical Theil's solution
Zoia, M., Restricted Least Square revisited, <<JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS>>, 2003; Vol. 6 (No. 1): 95-100 [http://hdl.handle.net/10807/20526]
Restricted Least Square revisited
Zoia, Maria
2003
Abstract
In this paper new light is shed on restricted least-square thanks to a recent result on partitioned inversion (2) which paves the way to finding a novel closed-form expression for the constrained estimator that is more general than the classical Theil's solution
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