Can someone explain what plim is? - Mathematics Stack Exchange
Oct 30, 2012 · In my Introductory Econometrics class we discussed a concept of "plim" or "probability limit. I'm not sure what this means though and my professor doesn't explain it well at all. Can …
probability theory - Why does plim converge to expected value ...
May 17, 2021 · Why does plim converge to expected value? Ask Question Asked 4 years, 7 months ago Modified 4 years, 7 months ago
probability theory - plim$ (g (X_n\cdot Y_n)) = g (X\cdot Y)$ where ...
The comment by zhoraster helped me figure it out. Since we know each Random Variable converges in probability to something, and convergence is probability for a random vector is defined as element …
Show that $plim A_n = plim B_n$ implies $plim V(A_n) = plim V(B_n)$
Apr 28, 2023 · The multivariate version of cauchy-schwarz that I know is \begin {equation} \mathrm {Var} (B_n) \ge \mathrm {Cov} (B_n,A_n) \mathrm {Var} (A_n)^ {-1} \mathrm {Cov} (A ...
Asymptotic distribution of OLS estimator in a linear regression
Mar 29, 2020 · So I applied the CLT incorrectly? Because $\hat {\beta}$ is not a sample mean?
Bias and variance of IV estimation - Mathematics Stack Exchange
Mar 30, 2019 · where we have used homoskedasticity, plim properties and Central Limit Theorem (explaining the $\frac {1} {n}$)
uniform convergence on compacts in probability is preserved under ...
Apr 27, 2021 · I now want to know whether the ucp-convergence in probability is preserved under continuous transformations, i.e. if f: Rd → Rk f: R d → R k is continuous, then f(Xn) f (X n) converges …
Least Squares and perturbations - Mathematics Stack Exchange
Jan 30, 2020 · Notice that by construction Δ = Y − θX Δ = Y θ X, so if the basic elements of Δ Δ are in R R then the OLS estimator or MLE exists in R R. If you want a consistent OLS or MLE estimator, …
Proof of Attenuation Bias - Mathematics Stack Exchange
Feb 14, 2022 · I am currently reading Introductory Econometrics by Wooldridge. Specifically, Chapter 9, in which he shows the attenuation bias that occurs due to the classical errors-in-variables …
Convergence of random variables in probability but not almost surely.
Can somebody provide me with a sequence of (real-valued) functions, say on [0, 1] [0, 1] with the Lebesgue measure, such that the sequence converges in probability, or maybe in ∥ ⋅∥L2 ‖ ‖ L 2, but …