Econometrica: Sep 1980, Volume 48, Issue 6

Estimation in Linear Regression Models with Disparate Data Points

https://doi.org/0012-9682(198009)48:6<1333:EILRMW>2.0.CO;2-S
p. 1333-1346

William S. Krasker

This paper addresses the problem of estimating unknown regression coefficients when erroneous data and other violations of the standard assumptions are possible. An estimator which has a limited sensitivity to these departures from the assumptions is presented, and some of its properties are derived. This estimator is shown to have a certain efficiency property relative to other estimators with the same sensitivity to erroneous data.

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