Inequality Constrained Least-Squares Estimation
不等式约束最小二乘估计
There are growing demands to use prior and sample information for parameter estimation of a regression model in order to maintain consistency with underlying theory. To meet such demands, this paper provides an inequality constrained least-squares (ICLS) estimation, specifies an untruncated variance-covariance matrix of the ICLS estimates, and discusses their statistical properties in large-and small-sample cases. Finally, the ICLS and the ordinary least-squares OLS…