Department of Mechanics and MathematicsNational Taras Shevchenko University
Cite this article as:
Cheng, C. & Kukush, A. Metrika (2006) 64: 41. doi:10.1007/s00184-006-0029-z
The linear normal multivariate errors-in-variables model is considered. The model involves an equation error. It is proved in both structural and functional cases that the first moment of the adjusted least squares estimator does not exist.
Adjusted least squaresEquation error modelFunctional modelInfinite first momentLinear multivariate error-in-variables modelStructural model