On the consistency of M-estimate in a linear model obtained through an estimating equation

C. Radhakrishna Rao and Lc. Zhao

Statistics & Probability Letters, 1992, vol. 14, issue 1, 79-84

Abstract: We consider the linear model yi = x'i[beta] + ei, i = 1,...,n, and an estimating equation of the form [psi](y1-x'1[beta])x1 + ... + [psi](yn - x'n[beta])xn = 0 and prove the consistency of the estimator [beta] under some mild conditions on [psi]. The conditions imposed are much weaker than those assumed in earlier work by other authors. AMS 1980 Subject Classifications: 62J05, 62F10, 62F12

Keywords: Consistency; estimating; equation; Gauss--Markov; model (search for similar items in EconPapers)
Date: 1992
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Citations: View citations in EconPapers (2)

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