Nonparametric Multivariate Regression Subject to Constraint

Steven Goldman and Paul Ruud

Econometrics from University Library of Munich, Germany

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)
Pages: 16 pages
Date: 1993-11-12
Note: 16 pages; keywords: econometrics, econometric models
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Citations: View citations in EconPapers (6)

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Related works:
Working Paper: Nonparametric Multivariate Regression Subject to Constraint (1993)
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Persistent link: https://EconPapers.repec.org/RePEc:wpa:wuwpem:9311001

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