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Generalized Inverse Estimator and comparison with Least Squares Estimator
Inverse Estimator Least Squares Estimator
2010/3/4
Trenkler [13] described an iteration estimator. This estimator is defined as follows: for 0 < g < 1/li \max \[ \hat{b}m, g = g \summi=0 (1-g X'X)i X'y , \] where li are eigenvalues of X'X. In this pap...