QUADRATIC PROGRAMMING AND ESTIMATION PROBLEMS,
Abstract
The purpose of the paper is to present various problems relating to multivariate regression in a unified fashion using the quadratic programming tableau. The topics considered are multicollinearity and the generalized inverse, picking the best regression model, and constrained estimates and hypothesis testing for regression coefficients.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1970
- Accession Number
- AD0705626
Entities
People
- A. Whinston
- D. Pingry
- E. Loehman
Organizations
- Purdue University