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pro vyhledávání: '"García, Catalina"'
The residualization procedure has been applied in many different fields to estimate models with multicollinearity. However, there exists a lack of understanding of this methodology and some authors discourage its use. This paper aims to contribute to
Externí odkaz:
http://arxiv.org/abs/2410.17680
When the regressors of a econometric linear model are nonorthogonal, it is well known that their estimation by ordinary least squares can present various problems that discourage the use of this model. The ridge regression is the most commonly used a
Externí odkaz:
http://arxiv.org/abs/2407.02583
The paper analyzes how the enlarging of the sample affects to the mitigation of collinearity concluding that it may mitigate the consequences of collinearity related to statistical analysis but not necessarily the numerical instability. The problem t
Externí odkaz:
http://arxiv.org/abs/2407.01172
This paper analyzes the estimation of econometric models by penalizing the sum of squares of the residuals with a factor that makes the model estimates approximate those that would be obtained when considering the possible simple regressions between
Externí odkaz:
http://arxiv.org/abs/2405.05644
Carbon dioxide (CO2) emissions have emerged as a critical issue with profound impacts on the environment, human health, and the global economy. The steady increase in atmospheric CO2 levels, largely due to human activities such as burning fossil fuel
Externí odkaz:
http://arxiv.org/abs/2403.00653
Publikováno v:
In World Development December 2024 184
Multicollinearity produces an inflation in the variance of the Ordinary Least Squares estimators due to the correlation between two or more independent variables (including the constant term). A widely applied solution is to estimate with penalized e
Externí odkaz:
http://arxiv.org/abs/2104.14423
Multicollinearity is relevant to many different fields where linear regression models are applied, and its existence may affect the analysis of ordinary least squares (OLS) estimators from both the numerical and statistical points of views. Thus, mul
Externí odkaz:
http://arxiv.org/abs/2005.02245
This work presents a guide for the use of some of the functions of the R package "multiColl" for the detection of near multicollinearity. The main contribution, in comparison to other existing packages in R or other econometric software, is the treat
Externí odkaz:
http://arxiv.org/abs/1910.14590
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