IDEAS home Printed from https://ideas.repec.org/p/rjr/wpmems/102302.html
   My bibliography  Save this paper

Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara

Author

Listed:
  • Pavelescu, Florin Marius

    (Institutul de Economie Nationala, Academia Romana)

Abstract

În cuprinsul prezentei lucrări sunt examinate valenţele indicatorului “coeficientul de determinare standardizat”, propus de autor, pentru cuantificarea eficienţei utilizării variabilelor explicative şi a ierarhizării condiţiilor care trebuie îndeplinite în cazul unor teste statistice prin care se cuantifică de regulă eficienţa adăugării unei noi variabile explicative în cadrul unui model de regresie liniară. De asemenea, este scos în evidenţă rolul valorilor calculate ale testului Fisher ca premisă pentru ca adăugarea unei noi variabile explicative în modelul de regresie liniară să fie eficientă.

Suggested Citation

  • Pavelescu, Florin Marius, 2010. "Consideratii privind eficienta adaugării unei noi variabile explicative intr-un model de regresie liniara," Working Papers of Macroeconomic Modelling Seminar 102302, Institute for Economic Forecasting.
    • Handle: RePEc:rjr:wpmems:102302
    as

    Download full text from publisher

    File URL: http://www.ipe.ro/RePEc/WorkingPapers/cs23_2.pdf
    Download Restriction: no
    ---><---

    More about this item

    Keywords

    coeficient de determinare standardizat; creştere normalizată a coeficientului de determinare; testul Fisher; coeficient de determinare ajustat; criteriul informaţional Akaike; criteriul informaţional Schwarz; ierarhizarea criteriilor de determinare a adăugării unei noui variabile explicative în ecuaţia de regresie liniară.;
    All these keywords.

    JEL classification:

    • C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rjr:wpmems:102302. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Corina Saman (email available below). General contact details of provider: https://edirc.repec.org/data/ipacaro.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.