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Minimum information estimation of allocation models of different sizes

For allocation models consisting of n = 10, 6 and 4 equations, constrained generalized least squares coefficient estimates are compared with those obtained from the minimum information (MI) criterion in the sense of statistical information theory. The MI estimates are more efficient for n = 10. The bootstrap procedure is illustrated for the assessment of the variability of these estimates.
Year of publication:
1984
Authors: Finke, Renate ; Flood, Lennart R. ; Theil, Henri
Published in:
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 2.1984, 5, p. 279-283
Publisher: Elsevier
Keywords: allocation models equation systems generalized least squares information theory minimum information estimation
Type of publication: Article
Source:
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005074763
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