摘要
对于广义G-M模型,如果最小二乘估计(LSE)与最佳线性无偏估计(BLUE)相等,就可以用LSE代替BLUE;反之,用LSE代替BLUE就要蒙受一些损失.有时,这种损失可能是很大的,因而研究这种损失的大小就显得颇为重要.本文提出了一种新的相对效率,并给出了该相对效率的上下界,最后讨论了该相对效率与广义相关系数的关系.
For generalized Gauss-Markoff models, the best linear unbiased estimate （BLUE） can be substiluted by the least square estimate （LSE） if they are equal to each other; on the contrary, this method will bring some loss. Sometimes the loss is very great, so it is very important to study the loss. This paper proposes a relalive efficiency. After giving its upper bound and lower bound, its relation with generalized coefficient is discussed at the end.
出处
《数学研究》
CSCD
2007年第3期319-324,共6页
Journal of Mathematical Study
