Mathematics
8 years ago

New Study Reveals Lower Bound on Efficiency of Regression Estimates.

RePEc: Research Papers in Economics
Some Results in Finding A Lower Bound of the Efficiency of Least Square Estimates Relative to Best Linear Estimates in Regression Model
M Raghavacahari

Paper Summary

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The article explores how efficient least square estimates are compared to best linear estimates in a regression model. It aims to find the lowest possible efficiency of least square estimates relative to the best linear estimate. The researchers investigate a conjecture by G.S. Watson and present results on this topic.