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

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DOI: 10.4236/ajcm.2012.23031    2,890 Downloads   4,672 Views  
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ABSTRACT

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.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

X. Nong, "The Relative Efficiency of the Conditional Root Square Estimation of Parameter in Inhomogeneous Equality Restricted Linear Model," American Journal of Computational Mathematics, Vol. 2 No. 3, 2012, pp. 235-239. doi: 10.4236/ajcm.2012.23031.

References

[1] NONG XIU-LI, LIU WAN-RONG. The Conditional Root Square Estimation of Parameter of Restricted Linear Model [J], Journal of Chongqing Normal University (Natural Science Edition), 2007(2): 24-28.
[2] NONG XIU-LI, LIU WAN-RONG et al. The Generalized Conditional Root Squares Estimation of Parameter in Restricted Linear Model [J], Journal of GuangXi University of Technology, 2007, 18(3): 24-27.
[3] WANG PING-HUA.The Relative Efficiency of the Generalized Ridge Estimation [J]. Journal of QuanZhou Normal College, 1998, 2: 13-15.

  
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