| 回归系数的混合估计与最小二乘估计的两种相对效率 |
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| 引用本文： | 陈玉蓉. 回归系数的混合估计与最小二乘估计的两种相对效率[J]. 数学杂志, 2007, 27(1): 83-87 |
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| 作者姓名： | 陈玉蓉 |
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| 作者单位： | 武汉大学数学与统计学院,湖北武汉,430072 |
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| 摘 要： | 本文研究了线性回归模型中,回归系数的混合估计与最小二乘估计的相对效率,利用矩阵的相关性质和运算,导出了两者之间两种新的相对效率的上下界.
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| 关 键 词： | 附加信息 混合估计 最小二乘估计 相对效率 |
| 文章编号： | 0255-7797（2007）01-0083-05 |
| 修稿时间： | 2004-11-222005-01-30 |
TWO KINDS OF RELATIVE EFFICIENCIES OF MIXED ESTIMATOR WITH RESPECT TO LS ESTIMATOR IN LINEAR REGRESSION MODEL |
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| CHEN Yu-rong. TWO KINDS OF RELATIVE EFFICIENCIES OF MIXED ESTIMATOR WITH RESPECT TO LS ESTIMATOR IN LINEAR REGRESSION MODEL[J]. Journal of Mathematics, 2007, 27(1): 83-87 |
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| Authors: | CHEN Yu-rong |
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| Affiliation: | Shool of Math. and Statistics ,Wuhan University ,Wuhan 430072,China |
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| Abstract: | In this paper, we study relative efficiency of mixed estimator with respect to least square estimator for regression coefficients.The lower and upper bounds of two new relative efficiencies are obtained by using the quality of matrix. |
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| Keywords: | additional information least square estimator mixed estimator relative efficiency |
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