Template-Type:ReDIF-Paper 1.0  
Title: On Inequality Constrained Generalized Least Squares Selections in the General Possibly Singular
Author-Name: Werner, Hans Joachim  
Author-Name: Cemil Yapar 
Classification-JEL:
Keywords:Gauss-Markov model, singular model, perfect multicollinearity, linear inequality constraints,
	inequality constrained generalized least squares problem, oblique projectors, generalized inverses. 
Abstract:This paper deals with the general possibly singular linear model. It is assumed that in addition to the
	sample information we have some nonstochastic prior information concerning the unknown regression coefficients
	that can be expressed in form of linear independent inequality constraints. Since these constraints are part and
	parcel of the model the inequality constrained generalized least squares (ICGLS) problem arises that contains
	some unknown aspects up to now. Based on a projector theoretical approach we show in this paper how the set of
	ICGLS selections under the constrained model is related to the set of GLS selections under the associated
	unconstrained model. As a by-product we obtain an interesting method for determining an ICGLS selection from
	a GLS selection. The insights gained from our considerations might also be useful in a future study of the statistical
	properties of ICGLS estimators. Certain special model cases are also considered. Some of the results discussed in
	[29] and [7] are reobtained. 
Length: pages
Creation-Date: 1994
Revision-Date: 
Handle: RePEc:bon:bonsfb:300
File-URL: http://www.wiwi.uni-bonn.de/bgsepapers/bonsfb/bonsfb300.pdf
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