YANG Fuxing. On a Problem about the Consistency Condition of the LS Estimates of Estimable Functions[J]. Chinese Journal of Applied Probability and Statistics, 2004, 20(1): 100-102.
Citation: YANG Fuxing. On a Problem about the Consistency Condition of the LS Estimates of Estimable Functions[J]. Chinese Journal of Applied Probability and Statistics, 2004, 20(1): 100-102.

On a Problem about the Consistency Condition of the LS Estimates of Estimable Functions

  • Consider the linear regression Yi = x'iβ0+ei, 1≤in,n≥1. In this article, under the condition that Sn = 1 to n xix'i may have no inverse, we obtain the necessary and sufficient condition for any specified estimable functionc'β0 whose LS estimate is consistent.
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