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restricted least squares estimator


'restricted least squares estimator' can also refer to...

 

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An estimator obtained by minimizing the sum of squared residuals subject to the set of constraints that constitute a hypothesis to be tested. The test of the hypothesis then amounts to establishing whether assuming the hypothesis leads to a significant loss of fit, and is based on the comparison of the sums of squared residuals from the restricted and unrestricted regressions.

Subjects: Economics.


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