Estimation of Regression Model Parameters with Specific Constraints

Pavel S. Knopov () and Arnold S. Korkhin ()
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Pavel S. Knopov: National Academy of Science of Ukraine
Arnold S. Korkhin: National Mining University

Chapter Chapter 1 in Regression Analysis Under A Priori Parameter Restrictions, 2012, pp 1-28 from Springer

Abstract: Abstract Consider the regression 1.1 $${y}_{t} =\tilde{ f}({\mathbf{x}}_{t},{\alpha }^{0}) + {\epsilon }_{ t},\quad t = 1,2,\ldots,$$ where y t ∈ℜ 1 is the dependent variable, x t ∈ℜ q is an argument (regressor), α0∈ℜ n is a true regression parameter (unknown), $$\tilde{f}({\mathbf{x}}_{t},\alpha )$$ is some (nonlinear) function of α, ε t is a noise, and t is an observation number.

Keywords: Estimation Problem; Regression Parameter; Regression Function; Inequality Constraint; Full Rank (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/978-1-4614-0574-0_1

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