| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0317608 |
| utime |
20240111140712.7 |
| mtime |
20081218235959.9 |
| title
(primary) (eng) |
White´s estimator of covariance matrix for instrumental weighted variables |
| specification |
| page_count |
8 s. |
| media_type |
www |
|
| serial |
| ARLID |
cav_un_epca*0317643 |
| ISBN |
978-3-7908-2083-6 |
| title
|
Proceedings in Computational Statistics 18th Symposium |
| page_num |
1-7 |
| publisher |
| place |
Porto |
| name |
Springer |
| year |
2008 |
|
|
| title
(cze) |
Whitův odhad kovarianční matice pro instrumentální vážené proměnné |
| keyword |
robustness |
| keyword |
heteroscedasticity |
| keyword |
Instrumental Weighted Variables |
| keyword |
robustified White´s estimator of covariance matrix of estimates of regression coefficients by IWV |
| author
(primary) |
| ARLID |
cav_un_auth*0101225 |
| name1 |
Víšek |
| name2 |
Jan Ámos |
| institution |
UTIA-B |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
Under heteroscedasticity of the error terms the significance of explanatory variables in a linear regression model have to be established employing the White´s estimator of covariance matrix of regression coefficients, coefficients estimated by the (Ordinary) Least Squares. |
| abstract
(cze) |
Pokud je porušena podmínka ortogonality, je odhad regresních koeficientů pořízený metodou nejmenších čtverců vychýlený. Odhad je třeba provést některou jinou metodou, např. pomocí instrumentálních proměnných nebo pomocí totálních nejmenších čtverců. |
| action |
| ARLID |
cav_un_auth*0245465 |
| name |
COMPSTAT 2008 |
| place |
Porto |
| dates |
24.08.2008-29.08.2008 |
| country |
PT |
|
| reportyear |
2009 |
| RIV |
BB |
| permalink |
http://hdl.handle.net/11104/0167207 |
| arlyear |
2008 |
| mrcbU56 |
pdf |
| mrcbU63 |
cav_un_epca*0317643 Proceedings in Computational Statistics 18th Symposium 978-3-7908-2083-6 1 7 Porto Springer 2008 |
|