On the nonnegativity of \(XX^+\) and its relevance in econometrics

DOI10.1007/BF01897796zbMath0558.62099MaRDI QIDQ762872

Gerd Ronning

Publication date: 1985

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/175984

zbMATH Keywords

linear modelsMoore-Penrose inverseweighted least squaresleast squares estimationheteroskedasticity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Factorization of matrices (15A23) Theory of matrix inversion and generalized inverses (15A09) Positive matrices and their generalizations; cones of matrices (15B48)

Related Items (1)

Share equations in econometrics: A story of repression, trustration and dead ends

Cites Work

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• Stochastic specification and the estimation of share equations
• A bound for the Euclidean norm of the difference between the least squares and the best linear unbiased estimators
• Regression and the Moore-Penrose pseudoinverse
• Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation
• Some Theorems in the Linear Probability Model
• Note on the Generalized Inverse of a Matrix Product

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