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Mixed Estimation When the Model and/or Stochastic Restrictions are Nonlinear

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  • Frank T. Denton

Abstract

The standard mixed estimation method allows the incorporation of linear stochastic constraints into the estimation of a linear regression model. The present paper shows how the method can be adapted and extended to accommodate nonlinearities in the model, in the constraints, or both. As an illustration, it shows how nonlinear constraints can be defined so as to impose strict bounds on parameters of the model, or functions of parameters.

Suggested Citation

  • Frank T. Denton, 2000. "Mixed Estimation When the Model and/or Stochastic Restrictions are Nonlinear," Quantitative Studies in Economics and Population Research Reports 345, McMaster University.
    • Handle: RePEc:mcm:qseprr:345
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    File URL: http://socserv.mcmaster.ca/qsep/p/qsep345.PDF
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    Keywords

    mixed estimation; linear; nonlinear; constraints;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General

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