Accession Number:

ADA024255

Title:

Some Aspects of Bivariate Regression Subject to Linear Constraints.

Descriptive Note:

Technical rept.,

Corporate Author:

WISCONSIN UNIV MADISON DEPT OF STATISTICS

Personal Author(s):

Report Date:

1975-09-01

Pagination or Media Count:

36.0

Abstract:

This paper considers a two-equation linear model when a subset of the parameters in one of the equation is subject to zero constraints. Inference procedures are presented both in the Bayesian and sampling theory framework. Specifically, posterior distributions and confidence distributions of the parameters, as well as various test procedures, are derived and illustrated with examples. The effect of the xero constraints on these procedures are discussed, and a comparison of the Bayesian with the sampling results is given.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE