SEMAINE D'ÉTUDE SUR LE ROLE DE L ANALYSE ECONOMETRIQUE ETC.

55

where X—[Y ©Y1 and g=}c*:c**{ The least-squares estimator,
 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

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