Two stage regression model with constraints; admissible second stage parameter estimation |
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Authors: | Lubomír Kubáček |
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Institution: | 1122. Department of Mathematical Analysis and Applications of Mathematics, Faculty of Science, 17. listopadu 12, CZ-771 46, Olomouc, Czech Republic
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Abstract: | If a regression experiment is realized in two stages, then two possibilities can occur in the second stage. Estimates of the first stage parameters either may be corrected by use of second stage measurements or they must stay unchanged. In the latter case, this requirement must be taken into account when estimating the second stage parameters. The situation is a little more complicated when constraints on both groups of parameters are imposed. |
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