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Interdendenta dintre tipul de colinearitate si valorile calculate ale testului Student in cazul unei regresii lineare cu doua variabile explicative

Author

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  • Pavelescu, Florin Marius

    (Institutul de Economie Nationala)

Abstract

Pornind de la faptul ca colinearitatea genereaza distorsiuni atat ale valorilor estimate cat si ale testelor statistice, la inceputul prezentei lucrari sunt inventariate consecintele respectivelor distorsiuni si este construita o metoda de identificare a tipurilor de colinearitate, avandu-se in vedere valorile coeficientilor de aliniere la hazardul colinearitatii, definiti pentru prima data in (F.M. Pavelescu, 1986). In partea a doua a lucrării sunt prezentate avantajele utilizării Testului Student Corectat, propus în (F. M: Pavelescu, 2009) si a analizei factoriale a acestuia in cazul unei regresii lineare cu două variabile explicative. Totodată, sunt aduse argumente in favoarea definirii si a unui test Student Sintetic, compus din media si coeficientul de variatie a valorilor calculate ale Testului Student Corectat. Ulterior, este prezentat un exemplu numeric in care sunt identificate in mod practic toate cele 4 tipuri de colinearitate posibile din punct de vedere teoretic.

Suggested Citation

  • Pavelescu, Florin Marius, 2012. "Interdendenta dintre tipul de colinearitate si valorile calculate ale testului Student in cazul unei regresii lineare cu doua variabile explicative," Working Papers of Macroeconomic Modelling Seminar 122502, Institute for Economic Forecasting.
    • Handle: RePEc:rjr:wpmems:122502
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    Citations

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    Cited by:

    1. Florin-Marius PAVELESCU, 2014. "An Extension Of The Methodology Of Using The Student Test In Case Of A Linear Regression With Three Explanatory Variables," Romanian Journal of Economics, Institute of National Economy, vol. 38(1(47)), pages 89-106, June.
    2. Florin-Marius PAVELESCU, 2015. "Modelling factors of Student test statistics dispersion in a multiple linear regression," Romanian Journal of Economics, Institute of National Economy, vol. 41(2(50)), pages 25-41, december.

    More about this item

    Keywords

    coeficienti de aliniere la hazardul colinearitatii; tipuri de colinearitate; valoarea de referinta a Testului Student Corectat; Testul Student Sintetic;
    All these keywords.

    JEL classification:

    • C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
    • C20 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - General
    • C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
    • C52 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Evaluation, Validation, and Selection

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