摘要
研究了几种最小二乘估计（ＬＳＥ）效率的偏序，证明了均方误差比（ＭＳＥＲ）效率在几种效率度量中是最优的。
Partial ordering of some relative efficiency of least squares estimate(LSE)is discussed in this paper. It is proved that mean square error ratio(MSER)efficiency is the best among some efficiency measures.
出处
《运筹与管理》
CSCD
1998年第4期30-33,共4页
Operations Research and Management Science
关键词
最小二乘估计
线性回归
效率
偏序
linear regression
relative efficiency
partial ordering
