A Comparison of Gauss- Markov Estimators And Least Squares Estimators of the Micro and Macro Parameters

Öz A more general linear aggregation model is considered in that we allow for collîne- arity between the independent or explanatory variables. Thus the analysis is presented in a framework utilizing Moore-Penrose generalized inverses of singular matrices. Gauss- Markov estimators are derived and compared with covariance structure of the micro parameters. The efficiency is obtained of the least squares estimators of the micro para­ meters.

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Communications, Series A2-A3: Physical Sciences and Engineering