Restrictions and Generalized Inverses in Linear Models

S. R. Searle · The American Statistician · 1984

Given any generalized inverse (X'X)− appropriate to normal equations X'Xb 0 = X'y for the linear model y = Xb + e, a procedure is given for obtaining from it a generalized inverse appropriate to a restricted model having restrictions P'b = 0 for P'b nonestimable.

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