Estimation of Simultaneous Systems of Linear Equations with Nonlinear Constraints Among the Coefficients PDF Download
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Author: Peter Ole Anderson
Publisher:
ISBN:
Category : Economics, Mathematical
Languages : en
Pages : 132
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Book Description
The basic problem considered here is the estimation of the coefficients in a simultaneous system of linear equations. Maximum likelihood, linearized maximum likelihood, two-stage least-squares and three-stage least-squares methods have primarily been studied for the case of linear constraints among the coefficients. In this paper the case of nonlinear constraints is considered. It is shown that by linearizing the nonlinear constraints and using a three-stage least-squares procedure one can obtain similar large sample, and also small sigma, results. (Author).
Author: Peter Ole Anderson
Publisher:
ISBN:
Category : Economics, Mathematical
Languages : en
Pages : 132
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Book Description
The basic problem considered here is the estimation of the coefficients in a simultaneous system of linear equations. Maximum likelihood, linearized maximum likelihood, two-stage least-squares and three-stage least-squares methods have primarily been studied for the case of linear constraints among the coefficients. In this paper the case of nonlinear constraints is considered. It is shown that by linearizing the nonlinear constraints and using a three-stage least-squares procedure one can obtain similar large sample, and also small sigma, results. (Author).
Author:
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ISBN:
Category : Aeronautics
Languages : en
Pages : 1368
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Author:
Publisher:
ISBN:
Category : Military research
Languages : en
Pages : 746
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Book Description
Author: M. Zuhair Nashed
Publisher: Elsevier
ISBN: 1483270297
Category : Mathematics
Languages : en
Pages : 1069
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Book Description
Generalized Inverses and Applications, contains the proceedings of an Advanced Seminar on Generalized Inverses and Applications held at the University of Wisconsin-Madison on October 8-10, 1973 under the auspices of the university's Mathematics Research Center. The seminar provided a forum for discussing the basic theory of generalized inverses and their applications to analysis and operator equations. Numerical analysis and approximation methods are considered, along with applications to statistics and econometrics, optimization, system theory, and operations research. Comprised of 14 chapters, this book begins by describing a unified approach to generalized inverses of linear operators, with particular reference to algebraic, topological, extremal, and proximinal properties. The reader is then introduced to the algebraic aspects of the generalized inverse of a rectangular matrix; the Fredholm pseudoinverse; and perturbations and approximations for generalized inverses and linear operator equations. Subsequent chapters deal with various applications of generalized inverses, including programming, games, and networks, as well as estimation and aggregation in econometrics. This monograph will be of interest to mathematicians and students of mathematics.
Author: Stephen M. Goldfeld
Publisher:
ISBN:
Category : Economics
Languages : en
Pages : 52
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Book Description
The small sample properties of certain estimators of the coefficients of systems of simultaneous nonlinear equations are investigated. Sampling experiments are used in connection with two specific nonlinear models. The estimating methods investigated comprise direct least squares, various forms of two-stage least squares and full-information maximum likelihood. The relative performances of the various methods are evaluated on the basis of informal comparisons of their respective mean absolute errors and root mean square errors and also by more formal tests of significance. Direct least squares is found to be, as expected, the worst estimating method. The other two methods are rather more comparable with full-information maximum likelihood holding the edge for both theoretical and experimental reasons. (Author).
Author: Eugene L. Allgower
Publisher: American Mathematical Soc.
ISBN: 9780821896945
Category : Mathematics
Languages : en
Pages : 788
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Book Description
Nonlinear equations arise in essentially every branch of modern science, engineering, and mathematics. However, in only a very few special cases is it possible to obtain useful solutions to nonlinear equations via analytical calculations. As a result, many scientists resort to computational methods. This book contains the proceedings of the Joint AMS-SIAM Summer Seminar, ``Computational Solution of Nonlinear Systems of Equations,'' held in July 1988 at Colorado State University. The aim of the book is to give a wide-ranging survey of essentially all of the methods which comprise currently active areas of research in the computational solution of systems of nonlinear equations. A number of ``entry-level'' survey papers were solicited, and a series of test problems has been collected in an appendix. Most of the articles are accessible to students who have had a course in numerical analysis.
Author: Anthony Zaknich
Publisher: Springer Science & Business Media
ISBN: 9781852339845
Category : Technology & Engineering
Languages : en
Pages : 412
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Book Description
Teaches students about classical and nonclassical adaptive systems within one pair of covers Helps tutors with time-saving course plans, ready-made practical assignments and examination guidance The recently developed "practical sub-space adaptive filter" allows the reader to combine any set of classical and/or non-classical adaptive systems to form a powerful technology for solving complex nonlinear problems
Author: Michio Senda
Publisher: Gulf Professional Publishing
ISBN: 9780126366518
Category : Medical
Languages : en
Pages : 356
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Book Description
Discusses PET technique and instrumentation, as well as developments in a range of fields such as kinetics, enzyme/neurotransmitter transport, language acquisition, and neuropathology. This title offers an analysis of brain imaging and techniques, from the foundations to the practical applications of the modern techniques used in PET.
Author:
Publisher:
ISBN:
Category : Union catalogs
Languages : en
Pages : 616
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Book Description
Includes entries for maps and atlases.
Author: J. P. Ancot
Publisher:
ISBN:
Category :
Languages : en
Pages : 50
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Book Description
