摘要
文献[1]提出了聚集数据的线性模型未知参数的两种估计。本文给出了关于最小二乘估计的三种估计的相对效率,并研究了它们的性质以及与文献[2]讨论过的另一种相对效率的关系。
Two estimators of unknown parameter in linear model with aggregated data are proposed by Peter and Karsten[1].In this paper,the relative efficiencies of three estimators with respect to the least squares estimate are shown. Its properties and relation with the efficeiency,originally discussed by Duan Qingtang[2] are given.
关键词
聚集数据
线性模型
相对效率
参数估计
aggregated data
linear model
least squares estimate
relative efficiency