测量单位对线性模型参数估计相对效率的影响

Impact of Measurement Unit on the Relative Efficiencies of Parameter Estimate in Linear Model

研究了测量单位的变化对线性模型BLU估计与LS估计四种相对效率的影响,利用矩阵的相关性质与运算,导出这四种相对效率随测量单位的变化而变动的范围。

This paper studies the impact of changes of measurement unit on four relative efficiencies of the best linear unbiased estimator with respect to the least square estimator in the linear model. The intervals of the four relative efficiencies which change by measurement unit are obtained by using the properties and operations of matrix.