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Abnormal behavior of the least squares estimate of multiple regression

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【Author】 CHEN Xiru(Department of Mathematics, Graduate School, University of Science and Technology of China, Beijing 100039, China)and AN Hongzhi(Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100080, China)

【机构】 Department of Mathematics； Graduate School； University of Science and Technology of China； Beijing 100039； China； Institute of Applied Mathematics； Chinese Academy of Sciences； Beijing 100080； China；

【摘要】 <正> 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.更多还原

【Abstract】 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.更多还原

【关键词】 least squares estimation； multiple regression； weak consistency.；
【Key words】 least squares estimation； multiple regression； weak consistency.；

【文献出处】 Science in China,Ser.A ,中国科学A辑(英文版) , 编辑部邮箱 ,1997年03期

【分类号】O211.6
【下载频次】64

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