TITLE:
The Relative Efficiency of the Conditional Root Square Estimation of Parameter in Inhomogeneous Equality Restricted Linear Model
AUTHORS:
Xiu-Li Nong
KEYWORDS:
Generalized Conditional Root Square Estimation; Specific Conditional Root Square Estimation; Relative Efficiency
JOURNAL NAME:
American Journal of Computational Mathematics,
Vol.2 No.3,
September
28,
2012
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.