A new relative efficiency in linear model in reference is instructed into the linear weighted regression, and its upper and lower bound are proposed. In the linear weighted regression model, for the best linear unbiased estimation of mean matrix respect to the least-squares estimation, two new relative efficiencies are given, and their upper and lower bounds are also studied.
In this paper, some relative efficiency have been discussed, including the LSE estimate with respect to BLUE in curve model. Four new kinds of relative efficiency have defined, and their upper bounds have been discussed.