For the regression estimation when the auxiliary variate is correlated with the disturbance, the bias and mean square error (MSE) of the regression estimator are obtained, and the estimator of the MSE is presented.

• 摘要讨论了辅助变量与扰动项相关条件下的回归估计，给出了在这种条件下回归估计量的偏差和均方误差以及均方误差的估计。