MTH-416, REGRESSION ANALYSIS Lecture Notes - Lecture 26: Indian Institute Of Technology Kanpur, Diagonal Matrix, Generalized Inverse
Document Summary
One may search for some relevant prior information about the regression coefficients. This may lead to the specification of estimates of some coefficients. The more general situation includes the specification of some exact linear restrictions and stochastic linear restrictions. The procedures like restricted regression and mixed regression can be used for this purpose. The relevance and correctness of information play an important role in such analysis, but it is challenging to ensure it in practice. For example, the estimates derived in the u. k. may not be valid in india. Then can be k , then the generalized inverse can be used to find the inverse of: employ generalized inverse. In such a case, the estimates will not be unique except in the case of use of moore-penrose inverse of. X x different methods of finding generalized inverse may give different results.