一元线性回归中最小二乘估计量的有效性

Effectiveness of Least Squares Estimator in Single Variable Linear Regression

在一元线性回归模型中,对最小二乘估计量的有效性进行了研究.结合期望和方差的性质,从不同的角度,采用比较法和微分法,对估计量的有效性进行了证明,并推导出一致的结论.

The effectiveness of the least squares estimator in single variable linear regression model was studied. From different perspectives, the comparative method and differentiation method were applied to prove the effectiveness of the estimator in accordance with properties of expectation and variance. Finally,the consistent result was derived from the two methods.