Accession Number:

ADA170076

Title:

On Strongly Consistent Estimates of Regression Coefficients when the Errors are not Independently and Identically Distributed.

Descriptive Note:

Corporate Author:

PITTSBURGH UNIV PA CENTER FOR MULTIVARIATE ANALYSIS

Personal Author(s):

Report Date:

1986-03-01

Pagination or Media Count:

26.0

Abstract:

In this paper, the author proposes two methods of estimation of the regression coefficients when the errors are not distributed identically and independently and are of nonzero mean. The estimates provided in this paper are shown to be strongly consistent and mean square consistent.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE