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