Estimation and Inference for Linear Models in Which Subsets of the Dependent Variable are Constrained
因变量子集受约束的线性模型:估计与推断
Subsets of the dependent variable of a linear model often conform to known constraints; for example, this situation arises with Engel curves and with models which estimate transition probabilities, market shares, or other classes of proportions. These models imply a variety of restrictions on the parameters, explanatory variables and residuals which must be treated explicitly in estimating and testing hypotheses about the parameters. This paper discusses these restrictions…