QUADRATIC PROGRAMMING AND ESTIMATION PROBLEMS,
PURDUE UNIV LAFAYETTE IND KRANNERT GRADUATE SCHOOL OF INDUSTRIAL ADMINISTRATION
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The purpose of the paper is to present various problems relating to multivariate regression in a unified fashion using the quadratic programming tableau. The topics considered are multicollinearity and the generalized inverse, picking the best regression model, and constrained estimates and hypothesis testing for regression coefficients.
- Statistics and Probability
- Operations Research