Normal view MARC view ISBD view

Multicollinearity in linear economic models / (Record no. 7087)

MARC details
000 -LEADER
fixed length control field	02263cam a2200265 4500
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field	731009t1973 ne a erb 000 0 eng
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number	9023729102
040 ## - CATALOGING SOURCE
Original cataloging agency	DLC
Transcribing agency	DLC
050 00 - LIBRARY OF CONGRESS CALL NUMBER
Classification number	HB141
Item number	.N43
082 00 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number	330.01'51
Item number	NEE
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name	Neeleman, D.
245 10 - TITLE STATEMENT
Title	Multicollinearity in linear economic models /
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc	The Netherlands :
Name of publisher, distributor, etc	Tilburg University Press,
Date of publication, distribution, etc	c1973.
300 ## - PHYSICAL DESCRIPTION
Extent	viii, 103 p. :ill,
440 #0 - SERIES STATEMENT/ADDED ENTRY--TITLE
Title	Tilburg studies on economics ;
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc	Includes bibliographical references: p. 100-103.
520 ## - SUMMARY, ETC.
Summary, etc.	It was R. Frisch, who in his publications 'Correlation and Scatter Analysis in Statistical Variables' (1929) and 'Statistical Confluence Analysis by means of Complete Regression Systems' (1934) first pointed out the complications that arise if one applies regression analysis to variables among which several independent linear relations exist. Should these relationships be exact, then there exist two closely related solutions for this problem, viz. 1. The estimation of 'stable' linear combinations of coefficients, the so-called estimable functions. 2. The dropping of the well-known condition of unbiasedness of the estimators. This leads to minimum variance minimum bias estimators. This last solution is generalised in this book for the case of a model consisting of several equations. In econometrics however, the relations among variables are nearly always approximately linear so that one cannot apply one of the solutions mentioned above, because in that case the matrices used in these methods are, although ill-conditioned, always of full rank. Approximating these matrices by good-conditioned ones of the desired rank, it is possible to apply these estimation methods. In order to get an insight in the consequences of this approximation a simulation study has been carried out for a two-equation model. Two Stage Least Squares estimators and estimators found with the aid of the above mentioned estimation method have been compared. The results of this study seem to be favorable for this new method.<br/>
590 ## - Local Notes: Cataloguer & Date
Local note	rpm 29/11/2017
591 ## - Local Note: Item Class (Ref/Loans/Arch): Loans
Local Note: Item Class	Loans
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Economics.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element	Multicollinearity.
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name	Dalmulder, J.J.J.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme	Dewey Decimal Classification
Koha item type	Monograph & others
949 ## - LOCAL PROCESSING INFORMATION (Call No. /Shelf Ref)
Call No. /Shelf Ref	330.01'51 NEE

Holdings
Withdrawn status	Lost status	Source of classification or shelving scheme	Damaged status	Not for loan	Collection code	Home library	Current library	Shelving location	Date acquired	Total Checkouts	Full call number	Barcode	Date last seen	Bill Date	Koha item type
		Dewey Decimal Classification			Non-fiction	CBN HQ Library	CBN HQ Library	General Stacks	29/11/2017		330.01'51 NEE	31008100133889	29/11/2017	29/11/2017	Monograph & others