Egwald Statistics: Restricted Multiple Regression

by

Elmer G. Wiens

Egwald's popular web pages are provided without cost to users.
Please show your support by joining Egwald Web Services as a Facebook Fan:
Follow Elmer Wiens on Twitter:

Restricted Least Squares

I assume you understand Part A. Multiple Regression Analysis.

You have a data set that describes the phenomena that you want to examine using regression analysis. You want to impose some linear restrictions on the parameters that you will estimate from the data.

To keep things manageable, the number of observations must be less than 20, the number of independent variables less than 6, and the number of linear restrictions must be less than 5 and also less than the number of independent variables. The number of observations must be greater than or equal to the number of variables.

Return to the Regression Entry Page.