部分多余的观测

PARTIALLY SUPERFLUOUS OBSERVATIONS

Econometric Theory · 2006
被引 21
人大 A-ABS 4

中文导读

研究了一般线性回归模型中,给定第一个子样本时,第二个子样本对系数向量子集的最佳线性无偏估计是否部分冗余,给出了充要条件。

Abstract

Necessary and sufficient conditions are established for the second subsample to be partially redundant given the first subsample for the best linear unbiased estimator of a subset of the coefficient vector of a general linear regression model.We thank the Co-editor for his very helpful comments on an earlier draft.

部分冗余最佳线性无偏估计子样本线性回归模型