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- Restricted Estimation in General Linear Model
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題名 | Restricted Estimation in General Linear Model=一般線性模型的限定估計式 |
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作者 | 郭錦煌; | 書刊名 | 筧橋學報 |
卷期 | 4 1997.09[民86.09] |
頁次 | 頁137-148 |
分類號 | 319 |
關鍵詞 | 可估計函數; Kuhn-Tucker條件; 一般化反矩陣; 不等式限制的最小平方估計式; 圓錐形; |
語文 | 英文(English) |
中文摘要 | 本文主要討論一般線性模型Y=XB+ε,在滿足線性不等式R′β≧r的條件下 ,參數估計式β的兩種求法。其中X,R均為已知矩陣且R為全秩矩陣。 |
英文摘要 | We consider the problem of a general linear model Y=Xβ+ε with linear inequality constraints R' β≧ r, where X is a known matrix but need not have full column rank and R is known full column rank matrix. The closed form of the inequality constrained least squares estimator is given by two different methods. Different methods are illustrated with examples. |
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