A new relative efficiency in generalized linear model

摘要：

A new relative efficiency is defined for LSE and BLUE in the linear modelwhich is based on the ratio of the least eigenvalues. (See 1) In this article we use positive least eigenvalues e4(β)=λp(Covβ*)/λp(Covβ) in the generalized linear model. Its lower bound and the relation with the generalized relative coefficient are also discussed.

关键词： generalized linear model generalized coefficient of correlation positive least eigenvahe relative efficiency

作者: Li Jiang Lei Xia Nannan Wang

作者单位: College of Mathematics and Physics, Qingdao University of Science and Technology,Qingdao,266041

会议类型: 国际会议

会议名称: The Third International Workshop on Applied Matriz Theory(第三届国际矩阵分析与应用会议)

会议地点: 杭州

会议语种:英文

页码: 84-86

在线出版日期: 2009-07-09（万方平台首次上网日期，不代表论文的发表时间）