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Changes between Version 1 and Version 3 of Ticket #666


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Timestamp:
Apr 21, 2009, 9:51:54 AM (16 years ago)
Author:
Víctor de Buen Remiro
Comment:

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  • Ticket #666

    • Property Status changed from new to assigned

  • Ticket #666 – Description

    v1 v3  
    1 We can separate a linear regression block
     1We can separate a linear constrained regression block
    22
    33[[LatexEquation(Y = X \beta + e; e ~ N\left(0,I\right) $$)]][[BR]]
     4[[LatexEquation(A \beta \leq a $$)]][[BR]]
    45
    56in two sub-blocks
    67
    78[[LatexEquation(Y = X_{1} \beta_{1} +X_{2} \beta_{2} + e; e \sim N\left(0,I\right) $$)]][[BR]]
     9[[LatexEquation(A_{1}\beta_{1} + A_{2}\beta_{2} \leq a $$)]][[BR]]
    810
    911If we have an inconditional sample or a fixed set of values for [[LatexEquation(\beta_{1} $$)]], then we can sample [[LatexEquation(\beta_{2} | \beta_{1} $$)]] from reduced regression
    1012
    11 [[LatexEquation(Y_1 = Y - X_{1} \beta_{1} = X_{2} \beta_{2} + e; e \sim N\left(0,I\right) $$)]][[BR]]
     13[[LatexEquation(Y_{1}  = X_{2} \beta_{2} + e; e \sim N\left(0,I\right) $$)]][[BR]]
     14[[LatexEquation(A_{2} \beta_{2} \leq a_{1} $$)]][[BR]]
     15
     16where
     17
     18[[LatexEquation(Y_{1} = Y - X_{1} \beta_{1} $$)]][[BR]]
     19[[LatexEquation(a_{1} = a - A_{1} \beta_{1} $$)]][[BR]]