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Линейная Регрессия При Наличии Двух Ограничений-Неравенств

Author

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  • Корхин А.С.

Abstract

Рассматривается линейная регрессия с произвольным конечным числом параметров. Параметры оцениваются с учетом двух линейных ограничений общего вида. Коэффициенты левых частей и правые части ограничений считаются известными. Не накладывается требование на активность ограничений для конкретной выборки. Приводятся соотношения для определения оценки матрицы средних квадратов ошибок оценок параметров регрессии и дисперсии остатков.

Suggested Citation

  • Корхин А.С., 2006. "Линейная Регрессия При Наличии Двух Ограничений-Неравенств," Журнал Экономика и математические методы (ЭММ), Центральный Экономико-Математический Институт (ЦЭМИ), vol. 42(1), январь.
    • Handle: RePEc:scn:cememm:42-1-10
    Note: Украина
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