Two stage regression model with constraints; admissible second stage parameter estimation

In: Mathematica Slovaca, vol. 63, no. 3

Lubomír Kubáček

Detaily:

Rok, strany: 2013, 611 - 620

Kľúčové slová:

two stage regression model, unbiased linear estimator, constraints, generalized inverse of a matrix

DOI: https://doi.org/10.2478/s12175-013-0122-5

O článku:

If a regression experiment is realized in two stages, then two possibilities can occur in the second stage. Estimates of the first stage parameters either may be corrected by use of second stage measurements or they must stay unchanged. In the latter case, this requirement must be taken into account when estimating the second stage parameters. The situation is a little more complicated when constraints on both groups of parameters are imposed.

Ako citovať:

ISO 690:

Kubáček, L. 2013. Two stage regression model with constraints; admissible second stage parameter estimation. In Mathematica Slovaca, vol. 63, no.3, pp. 611-620. 0139-9918. DOI: https://doi.org/10.2478/s12175-013-0122-5

APA:

Kubáček, L. (2013). Two stage regression model with constraints; admissible second stage parameter estimation. Mathematica Slovaca, 63(3), 611-620. 0139-9918. DOI: https://doi.org/10.2478/s12175-013-0122-5

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