Metrika

, Volume 64, Issue 1, pp 41–46

Non-Existence of the First Moment of the Adjusted Least Squares Estimator in Multivariate Errors-in-Variables Model

Authors

  • Chi-Lun Cheng
    • Institute of Statistical ScienceAcademia Sinica
    • Department of Mechanics and MathematicsNational Taras Shevchenko University
Original Article

DOI: 10.1007/s00184-006-0029-z

Cite this article as:
Cheng, C. & Kukush, A. Metrika (2006) 64: 41. doi:10.1007/s00184-006-0029-z

Abstract

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.

Keywords

Adjusted least squaresEquation error modelFunctional modelInfinite first momentLinear multivariate error-in-variables modelStructural model

AMS Subject Classifications

62J0562H1262H10

Copyright information

© Springer-Verlag 2006