Consider the multiple regression model yi=β1xi1+…+βpxip+ei i=1, 2,…, （1） where xij are known constants, β1, …,βp are unknown parameters, and ei. are unobservable random variables. Throughout the sequel let Xn...Consider the multiple regression model yi=β1xi1+…+βpxip+ei i=1, 2,…, （1） where xij are known constants, β1, …,βp are unknown parameters, and ei. are unobservable random variables. Throughout the sequel let Xn denote the design matrix (xij)1≤i≤,1≤j≤p, and let Yn=（y1,…, yn）’, and β=（β1,…,βp）’. For n≥p,展开更多
基金Research supported by the National Science Foundation and the National Institutes of Health under grants NSF-MCS-80-05811 and Rol-GM-27976-01
文摘Consider the multiple regression model yi=β1xi1+…+βpxip+ei i=1, 2,…, （1） where xij are known constants, β1, …,βp are unknown parameters, and ei. are unobservable random variables. Throughout the sequel let Xn denote the design matrix (xij)1≤i≤,1≤j≤p, and let Yn=（y1,…, yn）’, and β=（β1,…,βp）’. For n≥p,
