Search Results - subject:"collinearity"

Relevance-based importance : a comprehensive measure of variable importance in prediction

Czasonis, Megan; Kritzman, Mark; Turkington, David - 2024 - This version: September 19, 2024

Persistent link: https://www.econbiz.de/10015101051

An Extensive Study on the Disturbances Generated by Collinearity in a Linear Regression Model with Three Explanatory Variables

PAVELESCU, FLORIN MARIUS - In: Romanian Journal of Economics 31 (2010) 2(40), pp. 65-93

regressions, estimated parameters values and some statistical tests are influenced by collinearity between explanatory variables …. In fact, collinearity acts as a noise which distorts the signal (proper parameter values). This influence is emphasized … by the coefficients of alignment to collinearity hazard values. The respective coefficients have some similarities with …

Persistent link: https://www.econbiz.de/10008765959

Functional trinity of public finance in an emerging economy

Dobrescu, Emilian - In: Journal of Economic Structures 7 (2018) 19, pp. 1-27

Two challenges in the literature have inspired this paper. First, the highly contradictory puzzle of debates on the 'public budget-economic growth' correlation, explainable in great measure by the inadequacy of involved modeling tools (assumptions and specifications) with studied samples....

Persistent link: https://www.econbiz.de/10011991453

Functional trinity of public finance in an emerging economy

Dobrescu, Emilian - In: Journal of economic structures : JES; the official … 7 (2018) 19, pp. 1-27

Two challenges in the literature have inspired this paper. First, the highly contradictory puzzle of debates on the “public budget–economic growth” correlation, explainable in great measure by the inadequacy of involved modeling tools (assumptions and specifications) with studied samples....

Persistent link: https://www.econbiz.de/10011883042

On standard-error-decreasing complementarity: Why collinearity is not the whole story

Hayo, Bernd - 2017

There is a widespread belief among economists that adding additional variables to a regression model causes higher standard errors. This note shows that, in general, this belief is unfounded and that the impact of adding variables on coefficients' standard errors is unclear. The concept of...

Persistent link: https://www.econbiz.de/10011666924

Features of the production factors substitution and the estimated parameters of the Cobb-Douglas production function with constant returns to scale and disembodied technical change

Pavelescu, Florin Marius - In: Revista română de economie 45 (2017), pp. 134-152

Persistent link: https://www.econbiz.de/10011954140

On standard-error-decreasing complementarity : why collinearity is not the whole story

Hayo, Bernd - 2017 - This version: 09 January 2017

Persistent link: https://www.econbiz.de/10011579555

The Market Valuation of Interior Design and Developers strategies: a simple Theory and some Evidence

Leung, Charles Ka Yui; Ma, Wai Yip; Zhang, Jun - Volkswirtschaftliche Fakultät, … - 2013

of location, which leads to a form of endogenous multi-collinearity. Directions for future research are also discussed. …

Persistent link: https://www.econbiz.de/10011259268

A History of Polyvalent Structural Parameters: the Case of Instrument Variable Estimators

Qin, Duo; Zhang, Yanqun - Department of Economics, School of Oriental and African … - 2013

This paper investigates the rise and fall of the IV method in macro-econometric models and its subsequent revival in micro-econometric models. The key findings are: (i) the IV method implicitly breaks the contemporaneously circular causality postulated in a simultaneousequation model (SEM) by...

Persistent link: https://www.econbiz.de/10010699488

An Analysis Model for the Disturbances Generated by Collinearity in the Context of the OLS Method

Pavelescu, Florin Marius - In: Journal for Economic Forecasting (2010) 2, pp. 245-264

influenced by collinearity1. The respective influence is revealed by the values of the coefficient of alignment to collinearity … collinearity hazard, having in view that the respective indicator reveals the collinearity impact on a linear regression model as a … collinearity hazard, in order to avoid the occurrence of “unexpected signs” in case of some estimated parameters. Also, we bring …

Persistent link: https://www.econbiz.de/10008492982