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| Asymptotic Normality of LS Estimate in Simple Linear EV Regression Model |
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Citation： |
Jixue LIU.Asymptotic Normality of LS Estimate in Simple Linear EV Regression Model[J].Chinese Annals of Mathematics B,2006,27(6):675~682 |
| Page view： 1249
Net amount： 895 |
Authors： |
Jixue LIU; |
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| Abstract： |
Though EV model is theoretically more appropriate for applications in which
measurement errors exist, people are still more inclined to use the ordinary regression
models and the traditional LS method owing to the difficulties of statistical inference and
computation. So it is meaningful to study the performance of LS estimate in EV model.
In this article we obtain general conditions guaranteeing the asymptotic normality of the
estimates of regression coefficients in the linear EV model. It is noticeable that the result
is in some way different from the corresponding result in the ordinary regression model. |
Keywords： |
EV model, LS estimate, Asymptotic normality |
Classification： |
62E20, 62J05 |
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