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The linear model given by is considered. The βk represent average responses of yt the dependent variable to unit changes in the independent variables, ztk. The vtk are independently distributed random errors. A number of consistent estimators of the coefficients, βk, and the variances of the errors are developed and a few properties of the estimators are noted. Further investigations of sampling properties are needed.
Hildreth et al. (Sat,) studied this question.
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