Inequality-constrained regression models have received increased attention in longitudinal analysis during recent years. Regression parameters are usually obtained from iteration algorithms. An analytical formulae of the estimators cannot be provided. Therefore, the asymptotic behavior of estimators has not been fully clarified yet. This paper presents a TS estimation (TS for short) and the asymptotic distribution of the estimators. Simulations are conducted to compare constrained TS estimation, constrained ordinary least squares (OLS) estimation and TS estimation in terms of sample bias, sample mean-square error (MSE) and sample variance of the estimators
To submit an update or takedown request for this paper, please submit an Update/Correction/Removal Request.