restricted_OLS_c

Matrix of covariates (first column should be 1's)

Unconstrained OLS-fitted coefficients.

bhat

Matrix of linear constraints (k x p).

Vector of constraint values (k x 1).

This functions fits the regression y ~ X under a linear constraint on the
model parameters. The constraint is <code>Q</code> * beta = <code>c</code> where beta
are the regression model parameters, and <code>Q, c</code> are inputs.

Testing and inference for regression models using residual randomization methods. The basis of inference is an invariance assumption on the regression errors, e.g., clustered errors, or doubly-clustered errors.

restricted_OLS_c: Fast least squares with linear constraint

Description

Usage

Arguments

Value

See Also