Some Aspects of Bivariate Regression Subject to Linear Constraints.
Abstract
This paper considers a two-equation linear model when a subset of the parameters in one of the equation is subject to zero constraints. Inference procedures are presented both in the Bayesian and sampling theory framework. Specifically, posterior distributions and confidence distributions of the parameters, as well as various test procedures, are derived and illustrated with examples. The effect of the xero constraints on these procedures are discussed, and a comparison of the Bayesian with the sampling results is given.
Document Details
- Document Type
- Technical Report
- Publication Date
- Sep 01, 1975
- Accession Number
- ADA024255
Entities
People
- G. C. Tiao
- W. Y. Tan
- Y. C. Chang
Organizations
- University of Wisconsin–Madison