关于污染线性回归模型参数估计的注记

A Note of Parameter Estimations in Linear Regression Analysis for Contaminated Data

文[1] 、[2] 研究了简单回归模型中响应变量受到另一随机变量序列污染时，模型参数和污染系数的估计方法，但在 利用误差的不同阶矩估计给出污染系数的估计时发生了错误。我们证明了这种方法是行不通的。

The estimations of the parameters and coefficient of contamination for the simple regression model are studied when its response variables are contaminated by another random variable sequence in [ 1 ], [ 2 ]. But the proof is erroneous. We have proved that the moment estimations of coefficient of contamination do not exist.