A paradox in least-squares estimation of linear regression models

Statistics and Probability Letters

Volumn 42, Issue 2, 1999, Pages 167-174

  Bai, Z D ^a,b   Guo, Meihui ^a  

^a NATIONAL SUN YAT SEN UNIVERSITY   (Taiwan)

^b NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Consistency; Least squares estimate; Rth moment

Indexed keywords

EID: 0033115492     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(98)00205-3     Document Type: Article

References (6)

1. Bai, Z.D., 1982. r-mean convergence of LS estimates of regression coefficients in linear models. Sci. Exploration 2 (2), 81-84.
2. Chen, X., An, H., 1997. Abnormal behavior of the least-squares estimate of multiple regression. Sci. China, Ser. A 40, 234-242.
3. Chen, G., Lai, T.L., Wei, C.Z., 1981. Convergence systems and strong consistency of least-squares estimates in regression models. J. Multivariate Anal. 11 (3) 319-333.
4. Chen, G., Lai, T.L., Wei, C.Z., 1983. Convergence systems and strong consistency of least-squares estimates in regression models. Kexue Tongbao (English Ed.) 28 (1), 16-20.
5. Drygas, H., 1976. Weak and strong consistency of the least-squares estimators in regression models. Z. Wahrsch. Verw. Gebiete 34, 119-127.
6. Lai, T.L., Robbins, H., Wei, C.Z., 1979. Strong consistency of least-squares estimates in multiple regression II. J. Multivariate Anal. 9, 343-361.