摘要
对于误差相关的线性模型，本文就有约束与无约束的情形分别给出了回归系数的 Ｇ Ｍ 估计弱相合的充分必要条件，并举例说明误差相关的线性模型中回归系数的 Ｌ Ｓ的估计的弱相合性与均方相合性并不等价。
In this paper,sufficient and mecessary conditions of weak consistency of the Gauss Markov estimates of reression coefficient,either satisfying linear restrictions or not ,in a linear regression model with correlated errors are given respctively.An example is also presented to show that weak consistency is not epuivalent to meansquare consistency of the LS estimates of regression coefficient in a regression model with correlated errors.
出处
《贵州工业大学学报（自然科学版）》
CAS
1999年第2期8-11,共4页
Journal of Guizhou University of Technology(Natural Science Edition)
关键词
线性回归模型
LS估计
回归系数
估计
弱相合
linear regression model
linear restriction
LS estimates
GM estimates
weak consistency
mean square consistency
