Module RLEQU in IMSLS

General Information

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.

Usage

CALL RLEQU (INVOKE, NH, NCOEF, H, LDH, IG, NDEP, G, LDG, TOL, B, LDB, R, LDR, D, IRANKR, DFE, SCPE, LDSCPE, IRANKH)

Classification

K1a2a	Linearly constrained linear least squares approximation
L8f	Simultaneous regression

Type

subroutine in IMSLS package

Language

Fortran

Availability

Proprietary, Portable

Precision

Single Precision

Alternates

DRLEQU

Double Precision

Installation on ITL; Unix Workstation Network

Location

National Institute of Standards and Technology (NIST), Gaithersburg, MD.

Contact

Gaithersburg Consulting Office: 301-975-2968 (FTS 879-2968)

Usage

Access available only to NIST staff on internal Unix systems. They may access this package provided the /itl tree is cross-mounted.

Documentation

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Documentation/rlequ

Example

cat /home/fetch/Subjects/Math-Stat-Software/imsl/Examples/rlequ

To Link

Login to spruce.nist.gov and see ITL How-To for information on how to setup your environment and link.