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A Quick Estimate of the Regression Coefficient

โœ Scribed by D. E. Barton and D. J. Casley


Book ID
124274569
Publisher
Oxford University Press
Year
1958
Tongue
English
Weight
413 KB
Volume
45
Category
Article
ISSN
0006-3444

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For the regression model \(y_{i}=x_{i}^{\prime} \xi+e_{i}, 1 \leqslant i \leqslant n\), with i.i.d. residuals \(\left\{e_{i}\right\}\), we introduce the estimator of \(\xi\) which zeros the weighted \(U\)-statistic \(\sum \sum q_{i j} K\left(\hat{e}_{i}, \hat{e}_{j}\right)\), where \(q_{i j}\) is a