Does adding data always improve linear regression estimates?

被引：1

作者：

den Boer, A. V. ^{[1
]}

机构：

[1] Eindhoven Univ Technol, NL-5600 MB Eindhoven, Netherlands

来源：

STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 03期

关键词：

Least-squares linear regression; Strong consistency; Inconsistency;

D O I：

10.1016/j.spl.2012.12.001

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Intuitively one might expect that the quality of statistical estimates cannot worsen if they are based on more data. We show in a least-squares linear regression setting that this intuition is wrong. Adding data may worsen the quality of parameter estimates, and in fact may even cause a design sequence to lose strong consistency. (C) 2012 Elsevier B.V. All rights reserved.

引用

页码：829 / 835

页数：7

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