Mean square error and efficiency of the least squares estimator over interval constraints

Document Type

Article

Publication Date

1-1-1987

Abstract

We derive the mean square error of an interval constrained least squares estimator (INCLS) for a regression model. We then show that the INCLS estimator dominates, in mean square error, the unconstrained least squares estimator provided the regression residuals are normally distributed and that the imposed constraint is satisfied or nearly satisfied. © 1987, Taylor & Francis Group, LLC. All rights reserved.

Publication Source (Journal or Book title)

Communications in Statistics - Theory and Methods

First Page

397

Last Page

406

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