On the minimum efficiency of least squares

A proof is given of an inequality for the minimum efficiency of least squares estimation in regression analysis.

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	Year	Citations
SERIAL CORRELATION IN REGRESSION ANALYSIS. I G. S. Watson Biometrika Other WorksEconometricsBiostatisticsRegression AnalysisVolume 42	1955	192
Linear Least Squares Regression Geoffrey S. Watson The Annals of Mathematical Statistics Self-contained AccountParameter EstimationEngineeringMatrix AnalysisEstimation Statistic	1967	188
Some Applications of Matrix Derivatives in Multivariate Analysis Paul S. Dwyer Journal of the American Statistical Association Numerical AnalysisEngineeringMultivariate AnalysisMatrix AnalysisApproximation Theory	1967	143
The inefficiency of least squares Peter Bloomfield, Geoffrey S. Watson Biometrika	1975	127

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