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
Inglese
Zoia, M., Restricted Least Square revisited, <<JOURNAL OF STATISTICS & MANAGEMENT SYSTEMS>>, 2003; Vol. 6 (No. 1): 95-100 [http://hdl.handle.net/10807/20526]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10807/20526
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