An algorithm for estimating the parameters in multiple linear regression model with linear constraints

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Abstract

This paper develops an algorithm for estimating the parameters when the parameters are restricted by linear constraints in a general multiple regression model. The algorithm solves discrete approximation in the Φ error where Φ is a convex and symmetric function. These discrete approximations arise in fitting by polynomials, linear regression and goal programming. Discrete approximation problems in the L1 norm is a special case. The approaches to the solution of these approximation problems have a long history. The algorithm utilizes certain properties of the problem to significantly reduce the number of iterations to find the approximated solution. © 1995.
Original languageEnglish
Pages (from-to)813-821
Number of pages9
JournalComputers and Industrial Engineering
Volume28
Issue number4
DOIs
StatePublished - Jan 1 1995

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