**Commenced**in January 2007

**Frequency:**Monthly

**Edition:**International

**Paper Count:**31515

##### The Relative Efficiency of Parameter Estimation in Linear Weighted Regression

**Authors:**
Baoguang Tian,
Nan Chen

**Abstract:**

A new relative efficiency in linear model in reference is instructed into the linear weighted regression, and its upper and lower bound are proposed. In the linear weighted regression model, for the best linear unbiased estimation of mean matrix respect to the least-squares estimation, two new relative efficiencies are given, and their upper and lower bounds are also studied.

**Keywords:**
Linear weighted regression,
Relative efficiency,
Mean matrix,
Trace.

**Digital Object Identifier (DOI):**
doi.org/10.5281/zenodo.1097329

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[9] A.Y. Liu, S.G. Wang. “A new efficiency of least squares estimate in the linear model,” Application of probability and statistics, 1989. 15, pp. 97-104.