广义根方估计的效率  

The Relative Efficiency of Generalized Root Square Estimation

作　　者：汪朝晖[1] 

机构地区：[1]长沙航空职业技术学院,湖南长沙410124

出　　处：《南宁师范高等专科学校学报》2008年第1期138-139,共2页Journal of Nanning Junior Teachers College

摘　　要：讨论了线性回归模型中未知参数最小二乘估计的改进,引入了一种估计的相对效率,证明了广义根方估计比狭义根方估计的效率较高。In this paper the issue of improving the least squares estimate is considered in the linear regression model and the relative efficiency of the generalized root squares estimation is proved to be not lower than that of root squares estimation by introducing a relative efficiency of estimation is proposed.

关 键 词：根方估计 估计效率 最佳线性无偏估计 均方误差 

分 类 号：O212[理学—概率论与数理统计]