线性模型中的确定性:从高斯到博斯和库普曼斯

Determinacy in the Linear Model: Gauss to Bose and Koopmans

International Statistical Review · 1999
被引 1
ABS 3

中文导读

本文回顾了高斯关于最小二乘法在问题不确定时无法产生唯一解的论证,并将其与20世纪关于可估计性和可识别性的讨论联系起来。

Abstract

Gauss showed that least squares fails to produce a unique solution only when the problem is indeterminate. This note considers his argument and the notion of indeterminacy underlying it. It also relates the argument to twentieth-century discussions of estimability and identifiability.

计量经济学统计学数学经济学方法论