کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149626 957888 2009 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
An alternative form of the Watson efficiency
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
An alternative form of the Watson efficiency
چکیده انگلیسی

Watson [1951. Serial correlation in regression analysis. Ph.D. Thesis, Department of Experimental Statistics, North Carolina State College, Raleigh] introduced a relative efficiency, which is often called the Watson efficiency in literatures, to measure the inefficiency of the least squares in linear regression models. The Watson efficiency is defined by determinant, but we shall show by two examples that such a criterion does not always work well in some cases. In this paper, an alternative form based on Euclidean norm of the Watson efficiency is proposed and some examples are given to illustrate superiority of the new relative efficiency.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 8, 1 August 2009, Pages 2767–2774
نویسندگان
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