On oblique projectors

20Citations
Citations of this article
6Readers
Mendeley users who have this article in their library.

Abstract

Oblique projectors are useful in many contexts, especially in the instrumental variable estimation in regression models in econometrics, where the disturbance term tends to be correlated with predictor variables. This paper addresses two important questions regarding oblique projectors: (1) products of two oblique projectors and (2) decompositions of oblique projectors. In (1), we investigate what determines the onto-and the along-spaces of an oblique projector defined as a product of two oblique projectors under a variety of conditions. In (2), we examine various decompositions of oblique projectors when both predictor variables and instrumental variables consist of two distinct sets of variables. These decompositions are analogous to those of orthogonal projectors. © 1999 Elsevier Science Inc. All rights reserved.

Cite

CITATION STYLE

APA

Takane, Y., & Yanai, H. (1999). On oblique projectors. Linear Algebra and Its Applications, 289(1–3), 297–310. https://doi.org/10.1016/S0024-3795(98)10180-5

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free