Now assume that in the model above,
E[e] = 0,
E[ee′] = s 2(平方)W , with W 1 I, and W is known.
What is the appropriate linear estimator for b in the above model and why?
谢谢!
楼主: kiyoru
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回帖推荐nannan1107 发表于5楼 查看完整内容 if the model is heteroskedasticity, the best estimator is GLS or FGLS. otherwise, OLS.
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