相对效率与广义相关系数

Relative Efficiency and Coefficients of Generalized Correlation

对于线性模型y=Xβ+ε,E(ε)=0,cov(ε)=V>0,在错误地把协方差阵取为cov(ε)=D>0的条件下,对于一种新的相对效率,本文研究了它与某些广义相关系数的关系.

For the linear models y=Xβ+ε,E(ε)=0,and cov(ε)=V>0, mistaken covariance matrix V for D,in this paper the relations between one new relative efficiency and some coefficients of generalized correlation has been studied.