Two New Relative Efficiencies of the Weighted Mixed Estimator with Respect to the Ordinary Least Squares Estimator in Linear Regression Models
Received:December 15, 2014  Revised:October 12, 2015
Key Words: ordinary least squares estimator   weighted mixed estimator   relative efficiency   linear regression models  
Fund Project:Supported by the National Natural Science Foundation of China (Grant Nos.11501072; 11501254), the Natural Science Foundation Project of CQ CSTC (Grant No.cstc2015jcyjA00001) and the Scientific and Technological Research Program of Chongqing Municipal Education Commission (Grant No.KJ1501114).
Author NameAffiliation
Min LI School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing 402160, P. R. China 
Jibo WU School of Mathematics and Finances, Chongqing University of Arts and Sciences, Chongqing 402160, P. R. China
Key Laboratory of Group & Graph Theories and Applications, Chongqing University of Arts and Sciences, Chongqing 402160, P. R. China 
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Abstract:
      In this paper, we present two relative efficiency of the weighted mixed estimator in respect of least squares estimator. We also derive the lower and upper bounds of those relative efficiencies.
Citation:
DOI:10.3770/j.issn:2095-2651.2016.01.013
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