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THE RELATIVE EFFICIENCIES OF LEAST SQUARES IN LINEAR MODELS
Chen Jianbao, Zhan Jinlong
Acta mathematica scientia,Series B. 1994, 14 (S1):
103-109.
The present paper discusses the relative efficiencies of the least square estimates in linear models. For Gauss-Markoff model:Y=Xe + e,E(e)=0, Cov(e)=σ2V, an new efficiency of least square estimate for linearly estimable function c' τ is proposed and its lower bound is given. For variance component model:Y=Xτ+ e, E(e)=0, Cov(e)=∑i=1mσ2V, an new efficiency of least square estimate for linearly estimable function c' τ is introduced for the first time and its lower bound, which is independent of unknown parameters, is also obtained.
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