勘误:校正衰减后的回归估计

Corrigenda: Regression Estimation after Correcting for Attenuation

Journal of the American Statistical Association · 1981
被引 0
ABS 4

中文导读

本文是对一篇已发表论文的勘误,修正了定理3中的一处用词错误和第三节末尾的表述,并补充了证明的合理性说明。

Abstract

In line 5 of theorem 3 (page 705), maximizes should replace minimizes. 3. The last sentence of Section 3 should have read: establishes the equivalence of the bi in this section with the ci in Section 2. With the corrected form of ci given above, the proof of this equivalence as stated is no longer appropriate. However, it is easy to check that the ci (defined correctly) are eigenvectors of (L'L + M'M), so the claim made at the end of Section 3 is indeed established.

计量经济学回归分析统计学