线性模型中参数估计的相对效率

The Delative Efficincy Of The Parameter Estimate In The Linear Model

摘要: 本文对线性模型中的最小二乘估计（LSE）与BLUE给出了一种新的相对效率（4），并研究了新的相对效率（4）与其它两种相对效率（2）与（3）的关系。最后在广义G－M模型下还给出了新的相对效率的下界。

Abstract: This paper gave a new relative efficiency of parameter β’s LSE with BLUE in a general linear model. After studied the relation of the relative efficiency with the other, the lower bound of the relative efficiency in the general G-M inodel was obtained.