Abnormal behavior of the least squares estimate of multiple regression

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	Abnormal behavior of the least squares estimate of multiple regression
	Chen, XR; An, HZ
	1997-03-01
发表期刊	SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
ISSN	1006-9283
卷号	40 期号:3 页码:234-242
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.
关键词	least squares estimation multiple regression weak consistency
语种	英语
WOS研究方向	Mathematics
WOS类目	Mathematics, Applied ; Mathematics
WOS记录号	WOS:A1997XD00200002
出版者	SCIENCE CHINA PRESS
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/13272
专题	中国科学院数学与系统科学研究院
通讯作者	Chen, XR
作者单位	CHINESE ACAD SCI, INST APPL MATH, BEIJING 100080, PEOPLES R CHINA
推荐引用方式 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.