聚集数据线性模型参数的有偏估计的相对效率

The Relative Efficiencies of the Biased Estimators of the Parameters in the Linear Model with Aggregated Date

有偏估计方法是近代回归分析的常用方法.本文研究聚集数据的线性模型参数的有偏估计问题,在欧氏模之比意义下给出了参数的有偏估计的一个相对效率,并在加权欧氏模之比意义下给出了参数的有偏估计的一个相对效率,并得到了这两种相对效率的上界.

Biased estimate methods are basic methods of modern regression analysis. In this paper, we study the usual biased estimate problems of the linear model with aggregated data, we proposed a relative efficiency of biased estimators in rate of euclidean standard a sense, and also a relative efficiency of biased estimator in rate of weighted euclidean standard a sense. The upper bound of the two kinds of relative efficiencies are obtained.