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SPECIFICATION AND ESTIMATION OF LOGICALLY CONSISTENT LINEAR MODELS
- Source :
- Decision Sciences. 12:1-31
- Publication Year :
- 1981
- Publisher :
- Wiley, 1981.
-
Abstract
- The implications of constrained dependent and independent variables for model parameters are examined. In the context of linear model systems, it is shown that polyhedral constraints on the dependent variables will hold over the domain of the independent variables when a set of polyhedral constraints is satisfied by the model parameters. This result may be used in parameter estimation, in which case all predicted values of the dependent variables are consistent with constraints on the actual values. Also, the implicit constraints that define the set of parameters for many commonly used linear stochastic models with an error term yield values of the dependent variables consistent with the explicit constraints. Models possessing these properties are termed “logically consistent”.
- Subjects :
- Mathematical optimization
Information Systems and Management
Variables
Stochastic modelling
Strategy and Management
media_common.quotation_subject
Linear model
Design matrix
Context (language use)
Regression analysis
General Business, Management and Accounting
Management of Technology and Innovation
Linear predictor function
Errors-in-variables models
Mathematics
media_common
Subjects
Details
- ISSN :
- 15405915 and 00117315
- Volume :
- 12
- Database :
- OpenAIRE
- Journal :
- Decision Sciences
- Accession number :
- edsair.doi...........d0baaf88e9b967a7687d25a7554cbc7b