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Theory and computation of restricted linear models

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Abstract

Least squares inverses and complementary matrices are used to develop a comprehensive theory of estimation for a restricted linear model. Testable hypotheses as defined in Searle [8] are extended to involve nonestimable functions. An explicit expression for the sum of squares of deviation from the null hypothesis under the general setup with restrictions (Rao [7, p. 242]) and the corresponding number of degrees of freedom are obtained for implementation on computers.

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Chen, N.(.N.C., Li, J.(.K. Theory and computation of restricted linear models. Acta Mathematicae Applicatae Sinica 4, 378–386 (1988). https://doi.org/10.1007/BF02007242

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  • DOI: https://doi.org/10.1007/BF02007242

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