Some remarks concerning the consistency of LS and LAD estimates of multiple regression期刊界 All Journals 搜尽天下杂志传播学术成果专业期刊搜索期刊信息化学术搜索

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Some remarks concerning the consistency of LS and LAD estimates of multiple regression

Authors:	Chen Xiru Jin Mingzhong

Institution:	(1) Department of Mathematics, the Graduate School at Beijing, University of Science and Technology of China, 100039 Beijing, China;(2) Department of Mathematics, Guizhou National College, 550025 Guiyang, China

Abstract:	LetY _i=x’iβ_o+e_i, 1≤i≤n, n≥1 be a linear regression model. Denote by $\widehat\beta _n$ the M-estimate of $\beta _O$ , using a convex function σ. In 1], a basic theorem (Theorem A below) concerning the weak consistency of $\widehat\beta _n$ is established. This theorem raises further questions concerning the consistency of $\widehat\beta _n$ . In this note, some of these questions are considered for the special cases of LAD and LS estimates. This work is supported by the National Natural Science Foundation of China.

Keywords:	Linear regression model consistency LS estimate LAD estimate
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