线性模型中参数估计的一个新的相对效率

A New Relative Efficiency of the Parameter Estimate in Linear Model

对于线性模型y=Xβ+ε,E(ε)=0,COV(ε)=σ2>0.我们定义了一种新的相对效率,并研究了它与其它相对效率的关系。

For the general G M model y=Xβ+ε,where E(ε)=0,and COV(ε)=σ 2>0,a new relative efficiency of parameter β ,s LSE with BLUE is proposed,the relation of the relative efficiency with the other is studied,and its lower bound is given.