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Abnormal behavior of the least squares estimate of multiple regression
Chen, XR; An, HZ
1997-03-01
Source PublicationSCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN1006-9283
Volume40Issue:3Pages:234-242
AbstractAn 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.
Keywordleast squares estimation multiple regression weak consistency
Language英语
WOS Research AreaMathematics
WOS SubjectMathematics, Applied ; Mathematics
WOS IDWOS:A1997XD00200002
PublisherSCIENCE CHINA PRESS
Citation statistics
Cited Times:9[WOS]   [WOS Record]     [Related Records in WOS]
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/13272
Collection中国科学院数学与系统科学研究院
AffiliationCHINESE ACAD SCI, INST APPL MATH, BEIJING 100080, PEOPLES R CHINA
Recommended Citation
GB/T 7714
Chen, XR,An, HZ. Abnormal behavior of the least squares estimate of multiple regression[J]. SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,1997,40(3):234-242.
APA Chen, XR,&An, HZ.(1997).Abnormal behavior of the least squares estimate of multiple regression.SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY,40(3),234-242.
MLA Chen, XR,et al."Abnormal behavior of the least squares estimate of multiple regression".SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY 40.3(1997):234-242.
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