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):

Report Date:

1973-12-01

Pagination or Media Count:

36.0

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 Eu 0, Euu Gamma. X and Gamma are found so that the relative performance of least squares is worst.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE