A new approach to maximum likelihood estimation of sum‐constrained linear models in case of undersized samples

DOI10.1111/1467-9574.00038zbMath0928.62041OpenAlexW2105758144MaRDI QIDQ4354870

Paul M. C. de Boer, Rins Harkema

Publication date: 5 May 1999

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9574.00038

zbMATH Keywords

singular distributionsinsufficient observationsrestricted covariance matrices

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)

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Maximum likelihood estimation of sum-constrained linear models with insufficient observations ⋮ Some evidence on the performance of size correction factors in testing consumer demand models

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