The Relative Efficiency of the Conditional Root Square Estimation of Parameter in Inhomogeneous Equality Restricted Linear Model

• 作者: Xiu-Li Nong
• 来源期刊: 美国计算数学期刊(英文)
• 学科: 数学
• 关键词: Generalized CONDITIONAL ROOT SQUARE ESTIMATION Specific CONDITIONAL ROOT SQUARE ESTIMATION Relative Efficiency
• 年，卷（期）: 2012,（3）
• 页码范围: 235-239
• 页数: 5页
• 分类号: O1

摘要

This paper made a discuss on the relative efficiency of the generalized conditional root square estimation and the specific conditional root square estimation in paper [1,2] in inhomogeneous equality restricted linear model. It is shown that the generalized conditional root squares estimation has not smaller the relative efficiency than the specific conditional root square estimation, by a constraint condition in root squares parameter, we compare bounds of them, thus, choose appropriate squares parameter, the generalized conditional root square estimation has the good performance on mean squares error.