SEMAINE D'ÉTUDE SUR LE ROLE DE L ANALYSE ECONOMETRIQUE ETC.
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where X—[Y ©Y1 and g=}c*:c**{ The least-squares estim-
ator, g,, of gis
(IV. 42)
oo (XX) N-
Given g,, we can form a vector, w, say, of type x
where
IV. 43)
Po [eg — (c] + BcT):
and a matrix, W say, of order n, where
(IV. 44)
Wa = [tq — Po (cf + Bet
Apart from a random element, w, and W, are connected
the relationship
TV. 45)
Te Nu. 6
UU
If we now define
(IV. 46)
w=lw,, Ww, ..., W;}
and
(IV. 47
W-
} VV
, W
7
…, W
we can write, apart from a random element,
‘IV. 48)
7h
g. 03
S - pag. 6
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1 Ston
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