A new relative efficiency in generalized linear model

摘要

A new relative efficiency is defined for LSE and BLUE in the linear modelwhich is based on the ratio of the least eigenvalues. (See [1]) In this article we use positive least eigenvalues e4(β)=λp(Covβ*)/λp(Covβ) in the generalized linear model. Its lower bound and the relation with the generalized relative coefficient are also discussed.