Stata tip 137: Interpreting constraints on slopes of rank-deficient design matrices
Author:
Affiliation:
1. University of Sydney, Sydney, Australia,
Publisher
SAGE Publications
Subject
Mathematics (miscellaneous)
Link
http://journals.sagepub.com/doi/pdf/10.1177/1536867X20931027
Reference6 articles.
1. Christodoulou D. 2018. The accounting identity trap: Identification under stock-andflow rank deficiency. Applied Economics 50: 1413–1427. https://doi.org/10.1080/00036846.2017.1363860.
2. Christodoulou D., McLeay S. 2014. The double entry constraint, structural modeling and econometric estimation. Contemporary Accounting Research 31: 609–628. https://doi.org/10.1111/1911-3846.12038.
3. Christodoulou D., McLeay S. 2019. The double entry structural constraint on the econometric estimation of accounting variables. European Journal of Finance 25: 1919–1935. https://doi.org/10.1080/1351847X.2019.1667847.
4. Greene W. H., Seaks T. G. 1991. The restricted least squares estimator: A pedagogical note. Review of Economics and Statistics 73: 563–567. https://doi.org/10.2307/2109587.
5. Mazumdar S., Li C. C., Bryce G. R. 1980. Correspondence between a linear restriction and a generalized inverse in linear model analysis. American Statistician 34: 103–105. https://doi.org/10.1080/00031305.1980.10483009.
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