The Linear and Non-displaced Estimator in Multiple Regression

Constantin Anghelache, Vergil Voineagu, Alexandru Manole, Diana Valentina Soare and Ligia Prodan
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Constantin Anghelache: „Artifex” University of Bucharest / Academy of Economic Studies, Bucharest
Vergil Voineagu: Academy of Economic Studies, Bucharest
Alexandru Manole: „Artifex” University of Bucharest
Diana Valentina Soare: Academy of Economic Studies, Bucharest
Ligia Prodan: „Dimitrie Cantemir” Christian University, Bucharest

Romanian Statistical Review Supplement, 2013, vol. 61, issue 2, 161-166

Abstract: Under the hypotheses IA and IB, OLS estimators are both linear and stationary. For it to provide the same minimum variance of all linear and stationary estimators and to take part of BLUE, it is necessary that the classical assumptions IIB and IIC should be available. As in the case of two-variable regression, this means that the residual factors has to be homoschedastic and non-autocorrelated.

Keywords: correlation; residual; regression; inference; parameter (search for similar items in EconPapers)
JEL-codes: C20 C22 (search for similar items in EconPapers)
Date: 2013
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