On the consistency of M-estimate in a linear model obtained through an estimating equation

We consider the linear model yi = x'i[beta] + ei, i = 1,...,n, and an estimating equation of the form [psi](y1-x'1[beta])x1 + ... + [psi](yn - x'n[beta])xn = 0 and prove the consistency of the estimator [beta] under some mild conditions on [psi]. The conditions imposed are much weaker than those assumed in earlier work by other authors. AMS 1980 Subject Classifications: 62J05, 62F10, 62F12

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Year of publication:	1992
Authors:	Radhakrishna Rao, C. ; Zhao, LC.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 14.1992, 1, p. 79-84
Publisher:	Elsevier
Subject:	Consistency estimating equation Gauss-Markov model

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319173