Abstract: A relative efficiency is defined as Ridge Estimate in the general linear model. The relative efficiency is based on the Mean square error. In this paper, we put forward a parameter of Ridge Estimate and discussions are made on the relative efficiency between the ridge estimation and the General Ridge Estimate. Eventually, this paper proves that the estimation is better than the general ridge estimate, which is based on the MSE.
Abstract: A new relative efficiency is defined as LSE and BLUE in the generalized linear model. The relative efficiency is based on the ratio of the least eigenvalues. In this paper, we discuss about its lower bound and the relationship between it and generalized relative coefficient. Finally, this paper proves that the new estimation is better under Stein function and special condition in some degree.