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Inequality Constrained Least-Squared Estimation.
- Source :
-
Journal of the American Statistical Association . Sep76, Vol. 71 Issue 355, p746. 6p. - Publication Year :
- 1976
-
Abstract
- There are growing demands to use prior and sample information for parameter estimation of a regression model in order to maintain consistency with underlying theory. To meet such demands, this paper provides an inequality constrained least-squares (ICLS) estimation, specifies an untrancated variance-covariance matrix of the ICLS estimates, and discusses their statistical properties in large-and small-sample cases. Finally, the ICLS and the ordinary least-squares OLS estimates are compared in terms of sample bias, sample mean-square error MSE and sample variance of the estimates by a Monte Carlo study. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01621459
- Volume :
- 71
- Issue :
- 355
- Database :
- Academic Search Index
- Journal :
- Journal of the American Statistical Association
- Publication Type :
- Academic Journal
- Accession number :
- 4607787
- Full Text :
- https://doi.org/10.1080/01621459.1976.10481560