重复观测时线性结构关系EV模型的参数估计

On Parameter Estimation for Linear Structural EV Models with Repeated Observations

考虑一元线性结构关系EV模型y=a+bx,Y=y+ε,X=x+u,在测量误差u和ε的方差不相等时,对未知参数a和b进行了估计,利用重复观测数据,构造出参a,b和误差的方差的估计量,并证明了它们具有相合性.

This paper discusses the estimation of paramaters a,b and variance in the one-dimensional linear structural EV models y=a+bx,Y=y+ε,X=x+u,where variance of measuring error u and ε is unequal.The estimation of parameters a,b and variance is constructed by data of repeated observations.The consistency of the estimator is obtained.