- Author
- Zmyślona Beata (Akademia Ekonomiczna we Wrocławiu)
- Title
- Zastosowanie modelu regresji do generowania danych
The Application of Regression Model to Data Generation - Source
- Prace Naukowe Akademii Ekonomicznej we Wrocławiu. Ekonometria (20), 2008, nr 1195, s. 28-40, tab., wykr., bibliogr. 7 poz.
- Issue title
- Zastosowania metod ilościowych
- Keyword
- Bazy danych, Estymacja, Ekonometria, Analiza ekonometryczna, Modelowanie ekonometryczne, Regresja liniowa, Wnioskowanie bayesowskie
Databases, Estimation, Econometrics, Econometric analysis, Econometric modeling, Linear regression, Bayesian inference - Note
- summ.
- Abstract
- Omówiono zastosowanie modelu regresji do generowania danych. Omówiono Bayesowską estymację parametrów modelu regresji. Dla zilustrowania tematu przedstawiono dwa przykłady generowania danych: jeden z założeniem normalnego rozkładu błędu, natomiast drugi z założeniem rozkładu Laplace'a.
The most popular methods of statistical inference in the case of incomplete data sets are based on the data augmentation. The multiple imputation and parameter simulation belong to the methods of data augmentation. The main idea of these techniques consists in creating the m complete data sets by replacing each missing data with a set of plausible values, which are generated either from some conditional distribution of missing data or using some imputation model. (original abstract) In this paper, we present the methods of generating data using some regression model and its applying to the analysis of incomplete data of air pollution measurement. (original abstract) - Accessibility
- The Main Library of the Cracow University of Economics
The Library of Warsaw School of Economics
The Library of University of Economics in Katowice
The Main Library of Poznań University of Economics and Business
The Main Library of the Wroclaw University of Economics - Full text
- Show
- Bibliography
-
- Berger J.O., Statistical Decision Theory and Bayesian Analysis, Springer-Verlag, New York 1985.
- DeGroot M., Optymalne decyzje statystyczne, PWN, Warszawa 1981.
- Fairclough D.L., Design and Analysis of Quality of Life Studies in Clinical Trials, Chapman Hall/CRC, Washington 2002.
- Neal R., Probabilistic Inference Using Markov Monte Carlo Methods, Technical Report CRG-TR-93-1, Department of Computer Science, University of Toronto, Toronto 1993.
- Rubin D., Multiple Imputation after 18+ Years, JASA 91 (1996), s. 473-520.
- Rubin D., Multiple Imputation for Nonresponse in Surveys, John Willey & Sons, New York 1987.
- Schafer J., Analysis of Incomplete Multivariate Data, Chapman & Hall, New York 2000.
- Cited by
- ISSN
- 0324-8445
1507-3866 - Language
- pol
