Accession Number : AD0684946

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

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s) : Anderson,Peter Ole

Report Date : 03 MAR 1969

Pagination or Media Count : 60

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)

Descriptors :   (*ECONOMICS, STATISTICAL ANALYSIS), (*SIMULTANEOUS EQUATIONS, LINEAR SYSTEMS), LEAST SQUARES METHOD, ANALYSIS OF VARIANCE, DECISION THEORY, THEOREMS, THESES

Subject Categories : Economics and Cost Analysis
      Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE