摘要
文[1] 、[2] 研究了简单回归模型中响应变量受到另一随机变量序列污染时,模型参数和污染系数的估计方法,但在 利用误差的不同阶矩估计给出污染系数的估计时发生了错误。我们证明了这种方法是行不通的。
The estimations of the parameters and coefficient of contamination for the simple regression model are studied when its response variables are contaminated by another random variable sequence in [ 1 ], [ 2 ]. But the proof is erroneous. We have proved that the moment estimations of coefficient of contamination do not exist.
出处
《皖西学院学报》
2005年第5期1-2,21,共3页
Journal of West Anhui University
关键词
污染系数
参数估计
强相合
矩方法
coefficient of contamination
parameter estimation
strong consistency
moment method