Masters Theses
Abstract
“A comparison of two methods for estimating parameters restricted by linear inequalities in linear statistical models was made.
The first method consisted of finding the least squares estimates of the parameters disregarding the restrictions, and then forcing those parameters that were outside of their allowable ranges to the nearest endpoints of those ranges.
The second method made use of quadratic programming to minimize the same sum of squares that the first method minimized while keeping the parameters inside or at the endpoints of their allowable ranges.
The quadratic programming gave better estimates of the parameters in the sense that the mean square error between the estimates and the true values of the parameters was smaller, but that method took much more computer time and more computer storage space"--Abstract, page ii.
Advisor(s)
Antle, Charles E.
Committee Member(s)
Johnson, Charles A.
Anderson, Richard A.
Fuller, Harold Q., 1907-1996
Department(s)
Mathematics and Statistics
Degree Name
M.S. in Applied Mathematics
Publisher
University of Missouri at Rolla
Publication Date
1964
Pagination
iv, 25 pages
Note about bibliography
Includes bibliographical references (page 24).
Rights
© 1964 William Lawrence May, All rights reserved.
Document Type
Thesis - Open Access
File Type
text
Language
English
Thesis Number
T 1642
Print OCLC #
5959702
Recommended Citation
May, William Lawrence, "A study on estimating parameters restricted by linear inequalities" (1964). Masters Theses. 5647.
https://scholarsmine.mst.edu/masters_theses/5647