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2006-04-25
英文文献:Mitigating The Effects Of Multicollinearity Using Exact And Stochastic Restrictions: The Case Of An Aggregate Agricultural Production Function For Thailand
英文文献作者:Mittelhammer, Ron C.,Young, Douglas L.,Tasanasanta, Damrongsak,Donnelly, JohnT.
英文文献摘要:
Mixed estimation and OLS were each used to estimate an aggregate agricultural production function for Thailand for which data were highly multicollinear. The final mixed model obtained using minimax regret in the pretest appeared to significantly outperform OLS in terms of precision and overall reasonableness, mitigating a serious multicollinearity problem.
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