LIMITED INFORMATION MAXIMUM LIKELIHOOD USING PRINCIPAL COMPONENTS AND ITS APPLICATION

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概要

• 論文の詳細を見る

• In cases where the number of predetermined variables exceeds the sample size or strong multicollinearity occurs among excluded predetermined variables, the limited information maximum likelilhood and the least variance ratio cannot be used to estimate a simtultaneous equation system. We propose a method in which some effectively-influential principal components of excluded predetermined variables are employed as instrumental variables in place of the excluded predetermined variables. Then we demonstrate the estimation of a Cobb-Douglas agricutural production function with the proposed method.

• 日本計算機統計学会の論文

著者

• Onishi Haruo

  Institude Of Policy And Planning Sciences University Of Tsukuba

• Onishi Haruo

  Institute Of Socio-economic Planning University Of Tsukuba

関連論文

• LIMITED INFORMATION MAXIMUM LIKELIHOOD USING PRINCIPAL COMPONENTS AND ITS APPLICATION
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