Abnormal behavior of the least squares estimate of multiple regression

被引：0
|
作者：
Xiru Chen
Hongzhi An
机构：
[1] Graduate School,Department of Mathematics
[2] University of Science and Technology of China,Institute of Applied Mathematics
[3] Chinese Academy of Sciences,undefined
来源：
Science in China Series A: Mathematics | 1997年 / 40卷
关键词：
least squares estimation; multiple regression; weak consistency;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
An example is given to reveal the abnormal behavior of the least squares estimate of multiple regression. It is shown that the least squares estimate of the multiple linear regression may be “improved” in the sense of weak consistency when nuisance parameters are introduced into the model. A discussion on the implications of this finding is given.
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页码：234 / 242
页数：8
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