摘要
讨论了线性模型中回归系数的MLE的相合性的充分条件,有趣的是,与LSE相似,所得的条件只与试验点列有关.
In this paper, the sufficient condition of consistency of MLE of regression coefficient in linear models is established. It is interest that the condition is only given by the design sequence, like LSE.
出处
《四川大学学报（自然科学版）》
CAS
CSCD
1989年第4期411-415,共5页
Journal of Sichuan University(Natural Science Edition)
关键词
线性模型
MLE
LSE
相合性
大样本
linear model, maximum likelihood estimator(MLE), least square estimator (LSE), consistency, large sample.
