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Interdendenta dintre tipul de colinearitate si valorile calculate ale testului Student in cazul unei regresii lineare cu doua variabile explicative

Listed author(s):
  • Pavelescu, Florin Marius


    (Institutul de Economie Nationala)

Pornind de la faptul ca colinearitatea genereaza distorsiuni atat ale valorilor estimate cat si ale testelor statistice, la inceputul prezentei lucrari sunt inventariate consecintele respectivelor distorsiuni si este construita o metoda de identificare a tipurilor de colinearitate, avandu-se in vedere valorile coeficientilor de aliniere la hazardul colinearitatii, definiti pentru prima data in (F.M. Pavelescu, 1986). In partea a doua a lucrării sunt prezentate avantajele utilizării Testului Student Corectat, propus în (F. M: Pavelescu, 2009) si a analizei factoriale a acestuia in cazul unei regresii lineare cu două variabile explicative. Totodată, sunt aduse argumente in favoarea definirii si a unui test Student Sintetic, compus din media si coeficientul de variatie a valorilor calculate ale Testului Student Corectat. Ulterior, este prezentat un exemplu numeric in care sunt identificate in mod practic toate cele 4 tipuri de colinearitate posibile din punct de vedere teoretic.

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Paper provided by Institute for Economic Forecasting in its series Working Papers of Macroeconomic Modelling Seminar with number 122502.

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Length: 21 pages
Date of creation: Mar 2012
Handle: RePEc:rjr:wpmems:122502
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