On the fundamental bordered matrix of linear estimation

摘要: Publisher Summary Many problems in economic theory, econometrics, multivariate analysis, and mathematical statistics involve the matrix, which is known as fundamental bordered matrix of linear estimation because its role Inverse Partitioned Matrix method estimation. It also called constrained minimization importance theory least-squares. The appears optimization definite quadratic forms under constraints, comparative statics restricted maximum likelihood characterization estimability. Very often, to be singular. chapter presents properties Moore–Penrose (MP) inverse matrix. MP-inverse unique and, therefore, has certain theoretical pedagogical advantages over nonunique generalized inverses.