崔恒建^*， 王强^*

（  北京师范大学；  ）

摘要： 本职称论文研究了当结构关系EV (errors-in-variables) 模型的系数随某个实变量变化时，如何估计其系数, 以及估计的性质如何。采用加权正交回归方法估计结构关系EV模型的变系数， 证明了在比较弱的条件下用这种方法得到的估计具有强相合性。

Cui Hengjian^*， Wang Qiang^*

（  Beijing Normal University；  ）

Abstract： This paper shows how to estimate parameters of a structure EV(errors-in-variables) model, when the coefficients vary with a real variable, i.e. the parameters of a varying coefficient structure EV model. Some properties of the estimators are given. The weighted orthogonal regression method is used to get the estimators. It is proved that under weak conditions the estimators have the property of strong consistency.
Keywords： Varying coefficient， structure EV model，weighted-orthogonal-regression，strong consistency.

 

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