참고문헌
- Probability and Mathematical Statistics Taylor,L.D.
- Applied Regession Analysis Draper,N.R.;Smith,H.
- Introduction to Matrices and Linear Transformations Finkbeiner,D.T.
- An Introduction to Linear Statistical Models v.1 Graybill,F.A.
Journal of the Korean Statistical Society
- 제7권2호
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- Pages.101-104
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- 1978
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- 1226-3192(pISSN)
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- 2005-2863(eISSN)
資料誤差와 回歸分析
Data Errors and Regression Analysis
초록
This paper considers the problem of estimating $\hat{\beta}$ in the case errors occur in observing the values of q-variables $X_1, X_2, ..., X_q$. The approximated estimator $\hat{\beta}(e)$ is obtained and its expected value, bias and covariance matrix are studied.
키워드