REGRESSION FORMULATION OF THE MATRIX ESTIMATION PROBLEM

This paper formulates a quadratic programming method to estimate matrix entry estimates as an equivalent constrained generalized least squares estimation problem. As well as being able to include any available information in the form of constraints, the variance-covariance matrix of the entry estimates may be found and confidence intervals calculated for matrix entry estimates with some added distributional assumptions. The problem of updating the proportions of nationwide automobile trips by purpose and trip length from 1970 to 1977 is included as a simple example to illustrate the method.

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  • Accession Number: 00458025
  • Record Type: Publication
  • Source Agency: Engineering Information, Incorporated
  • Files: TRIS
  • Created Date: Sep 30 1986 12:00AM