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.Log In To View Full Content