Computing methods for linear models subject to linear parametric constraints
Thomas M. Gerig, A. Ronald Gallant · Journal of Statistical Computation and Simulation · 1975
An efficient and accurate computational form for β which minimizes using the Moore-Penrose g-inverse is given, No rank conditions are imposed on R or X, The results are applied (i) to estimate the parameters in linear model which are subject to linear equality constraints and (ii) to obtain the generalized inverse of X″X which yields a solution of the normal equations subject to non-estimable constraints on the parameters.