On coordinate-free measures of efficiency of least squares in a linear model
Iwasaki Wang · Gongcheng shuxue xuebao · 1990
The efficiency of least squares in the linear model y=Xβ+u,where E(u)=0 and V(u)=Г. is considered. Several measures of efficiency have been defined for assessing the relative performance of least squares and best linear unbiased estimates of β, In this paper .far a consistent discussion, we define a doss of measures called coordinate-free measures of efficiency. Within this new framework almost all previous measures can be expressed.Examples of such measures ere given, and their meanings art examined Some results concerning same measares are also given.