This paper presents the calculation of parametric and semiparametric information bound for noncensored and censored regression models using martingale connections. The method is easy tocarry out in comparison with what Begun et. al. (1983) suggested.The examples shown in this paper indicate that there exists loss ofefficiency in semiparametric efficiency bound for noncensored andcensored regression models. In addition, in non-censored regressionmodels, the semiparametric efficiency bound can attain parametricefficiency bound in some cases. But in censored regression models,the semiparametric efficiency bound can not attain parametric efficiency bound. However, the numerical experiments show if censoring degree is high, the loss of efficiency decreases. It implies thatthe use of semiparametric estimation for censored regressionmodel with high censoring degrees suffers relatively less inefficiency from semiparametric methods.