Determination of Linear Relations between Systematic Parts of Variables with Errors of Observation the Variances of Which Are Unknown
观测误差方差未知时变量系统部分间线性关系的确定
Given a sufficient number of instrumental variables significantly correlated with the\ninvestigational variables, consistent estimates of the coefficients of the linear relations can be determined (if they exist), without knowledge of the disturbance variances. The estimates are discussed from the viewpoint of probability convergence. In the case of two investigational and one instrumental variable, all three variables distributed on the normal surface, the distribution of…