Instrumental weighted variables under heteroscedasticity part II - Numerical study

Kód výsledku v IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11230%2F17%3A10360473" target="_blank" >RIV/00216208:11230/17:10360473 - isvavai.cz</a>

Výsledek na webu

<a href="http://dx.doi.org/10.14736/kyb-2017-1-0026" target="_blank" >http://dx.doi.org/10.14736/kyb-2017-1-0026</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.14736/kyb-2017-1-0026" target="_blank" >10.14736/kyb-2017-1-0026</a>

Jazyk výsledku

angličtina

Název v původním jazyce

Instrumental weighted variables under heteroscedasticity part II - Numerical study

Popis výsledku v původním jazyce

Results of a numerical study of the behavior of the instrumental weighted variables estimator - in a competition with two other estimators - are presented. The study was performed under various frameworks (homoscedsticity/heteroscedasticity, several level and types of contamination of data, fulfilled/broken orthogonality condition). At the beginning the optimal values of eligible parameters of estimatros in question were empirically established. It was done under the various sizes of data sets and various levels of the contamination of data. These values were then utilized in the numerical study. Its results indicate that instrumental weighted variables are as good as S- and W -estimators and under heteroscedasticity even better. The weight function of Tukey&apos;s type was used.

Název v anglickém jazyce

Instrumental weighted variables under heteroscedasticity part II - Numerical study

Popis výsledku anglicky

Results of a numerical study of the behavior of the instrumental weighted variables estimator - in a competition with two other estimators - are presented. The study was performed under various frameworks (homoscedsticity/heteroscedasticity, several level and types of contamination of data, fulfilled/broken orthogonality condition). At the beginning the optimal values of eligible parameters of estimatros in question were empirically established. It was done under the various sizes of data sets and various levels of the contamination of data. These values were then utilized in the numerical study. Its results indicate that instrumental weighted variables are as good as S- and W -estimators and under heteroscedasticity even better. The weight function of Tukey&apos;s type was used.

Druh

J_imp - Článek v periodiku v databázi Web of Science

CEP obor

—

OECD FORD obor

50201 - Economic Theory

Projekt

<a href="/cs/project/GBP402%2F12%2FG097" target="_blank" >GBP402/12/G097: DYME-Dynamické modely v ekonomii</a><br>

Návaznosti

P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Rok uplatnění

2017

Kód důvěrnosti údajů

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Název periodika

Kybernetika

ISSN

0023-5954

e-ISSN

—

Svazek periodika

53

Číslo periodika v rámci svazku

1

Stát vydavatele periodika

CZ - Česká republika

Počet stran výsledku

33

Strana od-do

26-58

Kód UT WoS článku

000400203500002

EID výsledku v databázi Scopus

2-s2.0-85016963227