About: Robustní procedury pro nestandardní situace, jejich diagnostika a implementace     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Projekt, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
rdfs:seeAlso
Description
  • Robustified (with respect to contamination) versions of econometric methods have to consider realistically the character of economic data, e. g. correletion of regressors and disturbances nearly automatiaclly implies heteroscedastcity or collinearity can mask contamination. So, the robustified versions are to work under ``combined’’ distortion of classical assumptions –i. e. under nonstandard situations. Some nonstandard situations were not yet exhaustively studied with a goal of robustified tool for coping with them, as binary or limited response, even worse situation is with the censored and missing data. Only some basic diagnostic tools were considered for robustified regression model identification methods, namely for least weighted squares and instrumental weighted variables. Diagnostic tools have to be tailored individually for every robustified method (as they were tailored for the OLS in the past). Algorithmization, implementation and verification are tiresome work without which the theoretical findings lose on reliability and attractivity. It implies what is to be done. (en)
  • Robustifikované (vzhledem ke kontaminaci dat) verze ekonometrických metod by měly realisticky předpokládat charakter ekonomických dat, např. korelace mezi regresory a disturbancemi téměř automaticky implikuje heteroskedasticitu a kolinearita zase může maskovat kontaminaci. Robustifikované metody by tedy měly fungovat i při ``kombinovaných narušeních‘‘ klasických předpokladů. Některé takové nestandardní situace nebyly dosud dostatečně prostudovány s cílem navržení robustních nástrojů, které si s nimi poradí, jako je model s binární či limitovanou závislé proměnnou, modely uvažující censorovaná či chybějící data. Zatím byly nalezeny jen robustifikované verze některých diagnostických nástrojů, zejména pro nejmenší vážené čtverce a instrumentální vážené proměnné. Diagnostické nástroje musí totiž být robustifikovány individuálně pro každou robustifikovanou metodu (původně byly tyto konstruovány pro NČ). Algoritmizace, implementace a odzkoušení jsou sice únavné práce, ale bez nich ztrácí naše výsledky atraktivitu a spolehlivost v aplikacích. To implikuje, co bychom měli studovat.
Title
  • Robustní procedury pro nestandardní situace, jejich diagnostika a implementace
  • Robust methods for nonstandard situations, their diagnostics and implementations (en)
skos:notation
  • GA13-01930S
http://linked.open...avai/cep/aktivita
http://linked.open...kovaStatniPodpora
http://linked.open...ep/celkoveNaklady
http://linked.open...datumDodatniDoRIV
http://linked.open...i/cep/druhSouteze
http://linked.open...ep/duvernostUdaju
http://linked.open.../cep/fazeProjektu
http://linked.open...ai/cep/hlavniObor
http://linked.open...vai/cep/kategorie
http://linked.open.../cep/klicovaSlova
  • Regression model, robust estimators , diagnostics, robust tests of orthogonality, homoscedasticity, collinearity, models with effects and qualitative response, efficiency of robust analysis, significance of regressors, algorithms, their implementations … (en)
http://linked.open...ep/partnetrHlavni
http://linked.open...inujicichPrijemcu
http://linked.open...cep/pocetPrijemcu
http://linked.open...ocetSpoluPrijemcu
http://linked.open.../pocetVysledkuRIV
http://linked.open...enychVysledkuVRIV
http://linked.open...lneniVMinulemRoce
http://linked.open.../prideleniPodpory
http://linked.open...iciPoslednihoRoku
http://linked.open...atUdajeProjZameru
http://linked.open.../vavai/cep/soutez
http://linked.open...usZobrazovaneFaze
http://linked.open...ai/cep/typPojektu
http://linked.open...ep/ukonceniReseni
http://linked.open...ep/zahajeniReseni
http://linked.open...tniCyklusProjektu
http://linked.open.../cep/klicoveSlovo
  • Regression model
  • algorithms
  • collinearity
  • diagnostics
  • efficiency of robust analysis
  • homoscedasticity
  • models with effects and qualitative response
  • robust estimators
  • robust tests of orthogonality
  • significance of regressors
is http://linked.open...vavai/riv/projekt of
is http://linked.open...vavai/cep/projekt of
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 58 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software