Parameter Estimation in Linear Models with Heteroscedastic Variances Subject to Order Restrictions

Carol Hoferkamp and Shyamal Das Peddada

Journal of Multivariate Analysis, 2002, vol. 82, issue 1, 65-87

Abstract: Estimation of parameters in linear fixed and mixed effects models, under order restrictions on the error variances, is considered in this article. For simplicity of exposition, we shall assume that the error variances are subject to simple order restriction. Similar methodology can be developed for other forms of order restrictions as well.

Keywords: fixed; effects; heteroscedastic; errors; isotonic; regression; maximum; likelihood; estimation; mixed; effects; simple; order; restriction (search for similar items in EconPapers)
Date: 2002
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