| 回归系数一类线性估计与广义最小二乘估计的相对效率 |
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| 引用本文： | 孔胜春. 回归系数一类线性估计与广义最小二乘估计的相对效率[J]. 中国科学技术大学学报, 2006, 36(12): 1294-1298 |
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| 作者姓名： | 孔胜春 |
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| 作者单位： | 中国科学技术大学少年班,安徽合肥,230026 |
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| 摘 要： | 在均方误差矩阵准则下研究了回归系数的一类线性估计相对于广义最小二乘估计的优良性问题,并讨论了三种不同相对效率的上、下界.
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| 关 键 词： | 线性回归模型 广义最小二乘估计 一类线性估计 相对效率 |
| 文章编号： | 0253-2778(2006)12-1294-05 |
| 收稿时间： | 2006-07-29 |
| 修稿时间： | 2006-11-15 |
The relative efficiencies of a class of linear estimator with respect to generalized least square estimator in linear regression model |
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| KONG Sheng-chun. The relative efficiencies of a class of linear estimator with respect to generalized least square estimator in linear regression model[J]. Journal of University of Science and Technology of China, 2006, 36(12): 1294-1298 |
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| Authors: | KONG Sheng-chun |
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| Affiliation: | Special Class for the Gifted Young, University of Science and Technology of China, He fei 230026, China |
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| Abstract: | The superiority of a class of linear estimator with respect to generalized least square((GLS) estimator) of regression coefficients was studied in terms of the mean square error matrix((MSEM) criterion,) and the lower bound and super bound of three relative efficiencies were obtained respectively. |
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| Keywords: | linear regression model generalized least square estimator a kind of linear estimator relative efficiencies |
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