Turkish Journal of Mathematics
DOI
-
Abstract
Trenkler [13] described an iteration estimator. This estimator is defined as follows: for $0 < \gamma < 1/\lambda_i \max$ \[ \hat{\beta}_{m, \gamma} = \gamma \sum^m_{i=0} (1-\gamma X'X)^i X'y , \] where $\lambda_i$ are eigenvalues of $X'X$. In this paper a new estimator (generalized inverse estimator) is introduced based on the results of Tewarson [11]. A sufficient condition for the difference of mean square error matrices of least squares estimator and generalized inverse estimator to be positive definite (p.d.) is derived.
First Page
77
Last Page
84
Recommended Citation
Sakallıoğlu, S. and Akdeniz, F. (1998) "Generalized Inverse Estimator and comparison with Least Squares Estimator," Turkish Journal of Mathematics: Vol. 22: No. 1, Article 8. Available at: https://journals.tubitak.gov.tr/math/vol22/iss1/8
