query: I.i.d assumption to grant CLT on estimators of OLS
positive_passages.docid: 31133
positive_passages.text: Functions of Independent Random Variables
negative_passages.docid: 42301
negative_passages.text: Estimator for $\theta$ using the method of moments
negative_passages.docid: 26961
negative_passages.text: How do I calculate standard errors for sums of OLS coefficients?
negative_passages.docid: 108610
negative_passages.text: How to derive the least square estimator for multiple linear regression?
negative_passages.docid: 123850
negative_passages.text: Sample variance derivation
negative_passages.docid: 107967
negative_passages.text: Significance of assumption in competition inequality questions
negative_passages.docid: 15078
negative_passages.text: When is a biased estimator preferable to unbiased one?
negative_passages.docid: 11427
negative_passages.text: Using regularization when doing statistical inference
negative_passages.docid: 120879
negative_passages.text: Why is OLS estimator of AR(1) coefficient biased?
negative_passages.docid: 8064
negative_passages.text: How to estimate coefficients of logistic model
negative_passages.docid: 152646
negative_passages.text: OLS versus IV regression results
negative_passages.docid: 36807
negative_passages.text: Derivation of OLS Variance
negative_passages.docid: 68269
negative_passages.text: Regression Proof that the point of averages (x,y) lies on the estimated regression line
negative_passages.docid: 27203
negative_passages.text: Omitted dummy variable coefficient in OLS
negative_passages.docid: 22781
negative_passages.text: Understanding and interpreting consistency of OLS
negative_passages.docid: 113760
negative_passages.text: How to derive this MAE error bound on the central limit theorem?
negative_passages.docid: 20900
negative_passages.text: Regression without intercept: deriving $\hat{\beta}_1$ in least squares (no matrices)