Home
> statistics > An exercise…

## An exercise…

If you’re eager to take a pen…

Suppose that

,

where are iid with , , , while the regressor is deterministic: , .

Let the sample size be . Discuss as fully as you can the asymptotic behavior of the least squares estimates of as . (by Stanislav Anatolyev)

Advertisements

Categories: statistics
asymptotic, least squares estimate, linear model

Comments (0)
Trackbacks (0)
Leave a comment
Trackback