9781528557535 - the variances of regression coefficient estimates using aggregate data (classic reprint) de welsch, roy e. (3 resultados)
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PAP. Condición: New. New Book. Shipped from UK. Established seller since 2000.
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Librería: Forgotten Books, London, Reino UnidoForgotten Books
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Paperback. Condición: New. Print on Demand. This book analyzes when aggregating data is advantageous in regression analysis, which is when you combine multiple datasets to create one larger dataset. The author posits that this can sometimes be less effective than using smaller, disaggregated datasets, a concept called "aggregati…on bias." To illustrate, the author uses a linear regression model to explore a hypothetical relationship between micro and macro (aggregate) levels. They use the limiting properties of macrovariance to show that unless the elements of the explanatory variables are all bounded it is advantageous to use disaggregated data. The author concludes by showing relationships between Theil aggregation weights and micro-level proportions. This book will be essential reading for econometricians and statisticians, especially those working in fields that often require aggregating data. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book. print-on-demand item.
