聚集数据线性模型参数估计的相对效率与广义相关系数

The Relative Efficiencies and Cofficients of Generalized Correlation of Parameter Estimations in the Linear Model with Aggregated Date

对于聚集数据的线性模型,本文给出了Peter—Karsten估计相对于最佳线性无偏估计的一个相对效率,得到了相对效率的下界,讨论了该相对效率与广义相关系数的关系.

For the linear model with aggregated data, this paper proposed one kinds of the relative efficiency of Peter-Karsten estimator compare to the best linear unbiased estimator. The lower bound of the relative efficiency are obtained. Disscuss the relation between the estimated efficiency and generalized correlalized correlation coefficient.