A kind of general influence measure on the linear weighted regression

The linear weighted regression model is one of the models studied in many articles in recent years. Some further problems, such as disturbation, influence measure and estimate efficiency, have been discussed in this paper on the basis of the regression diagnosties. The partial conclusions of this paper are the extension of the familiar concepts in the regression diagnosties theory because they are representative of this kind of model.     

最小二乘估计精度及其界限

Puntanen[1]提出用均方误差来度量最小二乘估计的精度,以后Styan[2],Rao[3]等相继讨论了这种精度及其界限.本文考虑采用广义方差,从而引进了一种新的最小二乘估计精度的度量并讨论了它的界.     

The inefficiency of the least squares estimator and its bound

It was suggested by Pantanen that the mean squared error may be used to measurethe inefficiency of the least squares estimator.Styan and Rao et al.discussed thisinefficiency and its bound later.In this paper we propose a new inefficiency of the leastsquares estimator with the measure of generalized variance and obtain its bound.