Nonparametric Multivariate Regression Subject to Constraint
AbstractWe review Hildreth's algorithm for computing the least squares regression subject to inequality constraints and Dykstra's generalization. We provide a geometric proof of convergence and several enhancements to the algorithm and generalize the application of the algorithm from convex cones to convex sets.
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Bibliographic InfoPaper provided by EconWPA in its series Econometrics with number 9311001.
Length: 16 pages
Date of creation: 12 Nov 1993
Date of revision:
Note: 16 pages; keywords: econometrics, econometric models
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Other versions of this item:
- Goldman, Steven M., 1993. "Nonparametric Multivariate Regression Subject to Constraint," Department of Economics, Working Paper Series qt7r623607, Department of Economics, Institute for Business and Economic Research, UC Berkeley.
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C2 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- C8 - Mathematical and Quantitative Methods - - Data Collection and Data Estimation Methodology; Computer Programs
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
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