Linear programming-based estimators in simple linear regression
In this paper we introduce a linear programming estimator (LPE) for the slope parameter in a constrained linear regression model with a single regressor. The LPE is interesting because it can be superconsistent in the presence of an endogenous regressor and, hence, preferable to the ordinary least s...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2011
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2332 https://ink.library.smu.edu.sg/context/soe_research/article/3331/viewcontent/Linear_Programming_Based_Estimators_in_S.pdf |
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| Institution: | Singapore Management University |
| Language: | English |