ESTIMATION OF SIMULTANEOUS SYSTEMS OF LINEAR EQUATIONS WITH NONLINEAR CONSTRAINTS AMONG THE COEFFICIENTS.

Abstract

The basic problem considered here is the estimation of the coefficients in a simultaneous system of linear equations. Maximum likelihood, linearized maximum likelihood, two-stage least-squares and three-stage least-squares methods have primarily been studied for the case of linear constraints among the coefficients. In this paper the case of nonlinear constraints is considered. It is shown that by linearizing the nonlinear constraints and using a three-stage least-squares procedure one can obtain similar large sample, and also small sigma, results. (Author)

Document Details

Document Type
Technical Report
Publication Date
Mar 03, 1969
Accession Number
AD0684946

Entities

People

  • Peter Ole Anderson

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Coefficients
  • Data Science
  • Equations
  • Information Science
  • Least Squares Method
  • Mathematics

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Operations Research
  • Regression Analysis.