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Take the model Y = X+XB+ where E[X] = 0 Suppose that B is estimated by regressing Y on X only. Find the probability
Take the model Y = X+XB+ where E[X] = 0 Suppose that B is estimated by regressing Y on X only. Find the probability limit of this estimator. In general, is it consistent for ? If not, under what conditions is this estimator consistent for B?
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Introduction to Real Analysis
Authors: Robert G. Bartle, Donald R. Sherbert
4th edition
471433314, 978-1118135853, 1118135857, 978-1118135860, 1118135865, 978-0471433316
