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https://hdl.handle.net/20.500.14279/2126| Τίτλος: | Inconsistencies in SURE models : computational aspects | Συγγραφείς: | Kontoghiorghes, Erricos John | metadata.dc.contributor.other: | Κοντογιώργης, Έρρικος Γιάννης | Major Field of Science: | Social Sciences | Field Category: | Economics and Business | Λέξεις-κλειδιά: | Least squares;Kronecker products;Analysis of variance;Analysis of covariance | Ημερομηνία Έκδοσης: | Οκτ-2000 | Πηγή: | Computational Economics, 2000, vol. 16, no. 1-2, pp. 63-70 | Volume: | 16 | Issue: | 1-2 | Start page: | 63 | End page: | 70 | Περιοδικό: | Computational Economics | Περίληψη: | The solution of the SURE model with singular variance-covariance matrix results in redundancies and possibly inconsistencies among the observations of the model. A numerical procedure is proposed and investigated that generates a consistent model from an inconsistent one. The use of SVD has been used to compute the various factorizations arising in the solution of the SURE model when treated as a generalized linear least squares problem. | URI: | https://hdl.handle.net/20.500.14279/2126 | ISSN: | 15729974 | DOI: | 10.1023/A:1008701502938 | Rights: | © Springer | Type: | Article | Affiliation: | Institut d'Informatique, Université de Neuchâtel, Switzerland | Affiliation: | Université de Neuchâtel |
| Εμφανίζεται στις συλλογές: | Άρθρα/Articles |
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