全球智库信息集成服务系统(G2TT): The Variances of Regression Coefficient Estimates Using Aggregate Data

G2TT

来源类型	Working Paper
规范类型	报告
DOI	10.3386/w0060
来源ID	Working Paper 0060
	The Variances of Regression Coefficient Estimates Using Aggregate Data
	Roy E. Welsch; Edwin Kuh
发表日期	1974-10-01
出版年	1974
语种	英语
摘要	This paper considers the effect of aggregation on the variance of parameter estimates for a linear regression model with random coefficients and an additive error term. Aggregate and microvariances are compared and measures of relative efficiency are introduced. Necessary conditions for efficient aggregation procedures are obtained from the Theil aggregation weights and from measures of synchronization related to the work of Grunfeld and Griliches.
URL	https://www.nber.org/papers/w0060
来源智库	National Bureau of Economic Research (United States)
引用统计
资源类型	智库出版物
条目标识符	http://119.78.100.153/handle/2XGU8XDN/557257
推荐引用方式 GB/T 7714	Roy E. Welsch,Edwin Kuh. The Variances of Regression Coefficient Estimates Using Aggregate Data. 1974.