EMPIRICAL REGRESSION QUANTILE AND LEVERAGE TREATMENT METHOD

スポンサーリンク

概要

• 論文の詳細を見る

• This article presents analytical and numerical approaches for statistically testing parameter estimates of a regression hyperplane, using Empirical Regression Quantile (ERQ) technique. The analytical approach uses its asymptotic property of ERQ to determine the standard error of parameter estimates. The asymptotical results are replaced and compared with a computer intensive technique referred to as "a bootstrap method." Furthermore, Leverage Treatment, Method (LTM) is proposed for dealing with a leverage point problem that may seriously affect ERQ results. It is not trivial to detect the leverage point in a multivariate date set. An important feature of the LTM is that, it fully utilizes dual variables derived from ERQ for identifying the leverage point. The proposed ERQ/LTM is applied to two illustrative examples in which the technique is compared with other conventional methods.

• 社団法人日本オペレーションズ・リサーチ学会の論文

著者

• Sueyoshi Toshiyuki

  The Ohio State University College Of Business

関連論文

• ALGORITHMIC STRATEGY FOR ASSURANCE REGION ANALYSIS IN DEA
• EMPIRICAL REGRESSION QUANTILE AND LEVERAGE TREATMENT METHOD
• DATA ENVELOPMENT ANALYSIS: FORMULATIONS AND ECONOMIC IMPLICATIONS
• EMPIRICAL REGRESSION QUANTILE

スポンサーリンク