权回归模型中参数估计的相对效率  

THE RELATIVE EFFICIENCY OF THE PARAMETER ESTIMATE IN LINEAR WEIGHTED REGRESSION

作　　者：王洁[1] 王炜炘[1] 王成名[1] 

机构地区：[1]广西师范大学数学系,广西桂林541004

出　　处：《广西师范大学学报（自然科学版）》2000年第2期37-40,共4页Journal of Guangxi Normal University:Natural Science Edition

摘　　要：讨论了线性加权回归模型中最小二乘 (LS)估计与最佳线性无偏 (BLU)估计的一种相对效率问题 ,即e5( β∧) 。This paper discusses a relative efficiency of parameter β' s LSE with BLUE in linear weighted regression model,the lower bound of the relative efficiency is studied,the relation between relative efficiency and generalized coefficients of correlation is also built.

关 键 词：权回归模型 最小二乘估计 相对效率 参数估计 

分 类 号：O212.1[理学—概率论与数理统计] O211.67[理学—数学]