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Consistency examination of linear inequality system

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Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
An investigation of the consistency of a linear inequality system is considered. It is proven that the system of linear inequalities Ax≥b is consistent if and only if for any generalized inverse A− of a matrix A the system of equations (I−AA−)v=−(I−AA−)b has a nonnegative solution for the vector v. Consistency of the above system does not depend on the choice of the matrix A−. The paper also presents methods for investigating the existence of nonnegative solutions of systems of linear equations.
Słowa kluczowe
Rocznik
Tom
Strony
83--87
Opis fizyczny
Bibliogr. 18 poz.
Twórcy
  • Department of Mathematical and Statistical Methods Agricultural University of Poznan, ul. Wojska Polskiego 28, Poland
Bibliografia
  • [1] Armstrong, R. D. and Frome, E. L.(1976): A branch-and-bound solution of a restricted least squares problem, Technometrics 18, 447-450.
  • [2] Brown, K. G. (1978): Estimation of variance components using residuals, JASA 73, 141 146.
  • [3] Bazaraa, M. S. and Shetty, C. M. (1979): Nonlinear Programming. Theory and Algorithms, .John Wiley & Sons., New York.
  • [4] Escobar, L. A. and Skarpenees, B. (1984): A closed form solution for the least squares regression problem with linear inequality constraints, Commun. Statist. - Theor. Meth. 13, 1127 1134.
  • [5] Gale, D. (1960): The theory of linear economic models, McGraw-Hill Book Company, Inc. New York.
  • [6] Ito, T. (1980): Methods of estimation for multi-market disequilrium models, Econometrica 48, 97 125.
  • [7] Judge, G. G. and Takayama, T. (1966): Inequality restrictions in regression analysis, JASA 61, 166-181.
  • [8] Kłaczyński, K. (1994): On estimation of parameter functions in a weakly singular linear model with linear inequality restrictions (in Polish), Matematyka Stosowana 37, 49-66.
  • [9] Lewis, T. O. and Odell, P.L. (1971): Estimation in Linear Models, Prentice Hall, Inc. Englewood Cliffs, New Jersey.
  • [10] Liew, Ch. K. (1976 a): Inequality constrained least-squares estimation, JASA 71, 746-751.
  • [11] Liew, Ch. K. (1976 b): A two-stage least-squares estimation with inequality restrictions on parameters, The Review of Economics and Statistics LVIII No. 2, 234-238.
  • [12] Lowell, M. C. and Prescott, E. (1970): Multiple regression with inequality constraints: Pretesting bias, hypothesis testing and efficiency, JASA 65, 913-925.
  • [13] Rao, C. R. and Mitra, K. M. (1971): Generalized Inverse of Matrix and its Applications, Wiley, New York.
  • [14] Schmidt, P. (1981): Constraints on the parameters in simultaneous tobit and probit models. in Structural Analysis of Discrete Data with Econometric Applications (C.F. Manski et al., Eds.), MIT Press, Mas., Cambridge 1981.
  • [15] Sealy, J. (1971): Linear spaces and unbiased estimation application to the mixed linear model, The Annals of Mathematical Methods 41, 1735-1748.
  • [16] Theil, H. (1971): Principles of Econometrics, Wiley, New York.
  • [17] Waterman, M.S. (1974): A restricted least squares problem, Technometrics 16, 135-136.
  • [18] Werner, H. J. (1990): On Inequality Constrained Generalized Least Squares Estimation, Linear Algebra Appl. 127, 379-392.
Typ dokumentu
Bibliografia
Identyfikator YADDA
bwmeta1.element.baztech-68faec2e-76c5-4084-b90e-e3bf3481d78d
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