Score contribution per author:
α: calibrated so average coauthorship-adjusted count equals average raw count
We examine the problem of estimating the linear regression model's coefficients when there are uncertain linear restrictions about these parameters. Theorems are provided that generalize results obtained by Magnus and Durbin [Magnus, J.R., Durbin, J., 1999. Estimation of regression coefficients of interest when other regression coefficients are of no interest. Econometrica 67, 639-643] and Danilov and Magnus [Danilov, D., Magnus, J.R., 2004. On the harm that ignoring pretesting can cause. Journal of Econometrics 122, 27-46].