Nonparametric Multivariate Regression Subject to Constraint

Steven Goldman () and P. A. Ruud
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P. A. Ruud: U C at Berkeley

Econometrics from EconWPA

Abstract: We 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.

JEL-codes: C1 C2 C3 C4 C5 C8 (search for similar items in EconPapers)
Date: 1993-11-12
Note: 16 pages; keywords: econometrics, econometric models
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Persistent link: http://EconPapers.repec.org/RePEc:wpa:wuwpem:9311001

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