Egwald Statistics: Restricted Multiple Regression


Elmer G. Wiens

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.

Regression title
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Give your study a name and enter it with the number of observations, independent variables, and linear restrictions into the table. Then click 'submit parameters'.

Return to the Regression Entry Page.