Accession Number : AD0777955

Title :   The Inefficiency of Least Squares.

Descriptive Note : Technical rept.,

Corporate Author : PRINCETON UNIV N J DEPT OF STATISTICS

Personal Author(s) : Bloomfield,Peter ; Watson,Geoffrey S.

Report Date : DEC 1973

Pagination or Media Count : 36

Abstract : Two criteria are set up to judge the relative performance of the least squares estimator and the best linear unbiased estimator of beta in the linear model y = X beta + u where E(u) = 0, E(uu') = Gamma. X and Gamma are found so that the relative performance of least squares is worst.

Descriptors :   *Least squares method, *Estimates, Matrices(Mathematics), Efficiency

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE