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请教:处理共线性的一种方法:shrink the OLS estimates
6 个回复 - 2342 次查看
处理共线性的一种方法是:Shrink the
OLS estimate.
来源: A guide to econometrics. 4e.11章, P189
By shrinking the
OLS estimates towards the zero vector, a researcher may be able to reduce the r ...
2014-1-13 04:57 - 区域经济爱好者 - Stata专版
The Admission Process of Graduate Schools
2 个回复 - 164 次查看
The Admission Process
By Evan Bailyn
Source: http://www.college-admission-essay.com/judged.html
Ever wonder what happens to your application once it is received by the admissions committe ...
2013-8-24 12:36 - reduce_fat - 院校申请
OLS SUR FIML when errors are correlated
1 个回复 - 2142 次查看
Here is an example to illustrate the SUR is more efficient when errors are correlated.
For more information about SUR at the link below,
http://en.wikipedia.org/wiki/Seemingly_unrelated_regressi ...
2010-10-31 23:55 - bobguy - SAS专版