Constrained Least Squares. Suppose we wish to find the least squares estimator of βin the model y = X β+ ?subject to a set of equality constraints, say, T β= c. Suppose that the point x * is not known...

Constrained Least Squares. Suppose we wish to find the least squares estimator of βin the model y = X β+ ?subject to a set of equality constraints, say, T β= c. Suppose that the point
x* is not known with certainty and must be estimated. Suggest an approach that could be used to fit the piecewise linear regression model.