摘要
对线性模型中回归系数的最小二乘估计,本文提出了一个新的相对效率,并给出了相对效率的下界。
For the least square estimate of regression coefficients in a linear model. a new relative efficiency is proposed and its lower bounds are given.
关键词
最小二乘估计
相对效率
线性回归
Linear model
The least square estimate
Gauss-Markov estimate
Relative efficiency