Asymptotic normality of LS estimate in simple linear EV regression model

被引:3
|
作者
Jixue Liu [1 ]
机构
[1] Peking Univ, Sch Math Sci, Beijing 100871, Peoples R China
关键词
EV model; LS estimate; asymptotic normality;
D O I
10.1007/s11401-003-0409-x
中图分类号
O1 [数学];
学科分类号
0701 ; 070101 ;
摘要
Though EV model is theoretically more appropriate for applications in which measurement errors exist, people are still more inclined to use the ordinary regression models and the traditional LS method owing to the difficulties of statistical inference and computation. So it is meaningful to study the performance of LS estimate in EV model. In this article we obtain general conditions guaranteeing the asymptotic normality of the estimates of regression coefficients in the linear EV model. It is noticeable that the result is in some way different from the corresponding result in the ordinary regression model.
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页码:675 / 682
页数:8
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