Module DRLEQU in IMSLS

• IMSLS Information

• Components
  • Documentation from ITL
  • Example from ITL

DRLEQU

 
Fit a multivariate linear regression model with linear equality restrictions
H*BETA = G imposed on the regression parameters given results from IMSL routine
RGIVN after IDO = 1 and IDO = 2 and prior to IDO = 3.
 
Classes  :  K1a2a . Linearly constrained linear least squares approximation
            L8f .   Simultaneous regression
 
Type     : Fortran subroutine in IMSLS library.
Access   : Proprietary. Many implementations available.
Precision: Double.
 
Usage    : CALL DRLEQU (INVOKE, NH, NCOEF, H, LDH, IG, NDEP, G, LDG, TOL, B, LDB,
           R, LDR, D, IRANKR, DFE, SCPE, LDSCPE, IRANKH)
 
Details  : Documentation Example
Sites    : (1) ITL
 

Implementation of DRLEQU from IMSLS on ITL

 
ITL:       Unix Workstation Network, National Institute of Standards and
           Technology (NIST), Gaithersburg, MD. Available to NIST staff.
 
Precision: Double. (Single: RLEQU)
 
Access available only to NIST staff on internal Unix systems. They may access this
package provided the /itl tree is cross-mounted.
 
   Link         : Login to spruce.nist.gov and see ITL How-To for
                  information on how to setup your environment and link.
   Documentation: cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/drlequ
   Example      : cat
                  /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/drlequ