Abnormal behavior of the least squares estimate of multiple regression
文献类型：期刊论文
| 作者 | Chen, XR; An, HZ |
| 刊名 | SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY
 |
| 出版日期 | 1997-03-01 |
| 卷号 | 40期号:3页码:234-242 |
| 关键词 | least squares estimation multiple regression weak consistency |
| ISSN号 | 1006-9283 |
| 英文摘要 | 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. |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:A1997XD00200002 |
| 出版者 | SCIENCE CHINA PRESS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/13271]  |
| 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. |
入库方式： OAI收割
来源：数学与系统科学研究院
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