A note on S2 in a linear regression mode
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Seuck Heun Song
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Article
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1999
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Elsevier Science
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English
โ 70 KB
The ordinary least-squares-based estimator of the disturbance variance is shown to be asymptotically unbiased and weakly consistent irrespective of restrictions on the nonstochastic regressor matrix, when a regression model uses the data collected by a two-stage sampling.