說明變數의 選擇

• 영문명: Selection of Regressors
• 발행기관: 건국대학교 경제경영연구소
• 저자명: Sung Whan Ju(朱星煥)
• 간행물 정보: 『상경연구』제14권, 167~175쪽, 전체 9쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 1989.09.15

영문 초록

Most of discussion in econometrics proceeded on the assumption that the set of variables to be included in the equation is given, i.e. a multiple regressions of an explained variable Y on a set of K explanatory variables X₁, X₂……, X. This is the ideal situation that is rarely in practice. There is a very large number of potential explanatory variables or regressors. So econometricans is faced with the problem of choosing a subset. This is the problem of selection of regressors. In this paper I review and analyze some of recent studies for selection of regressors. Theil’s R²criterion is based on the assumption that one of the models considered is the correct models. In this case choosing the model with the minimum σ²or the maximizing R²will lead to pick the correct model.

목차

Ⅰ. 序論

Ⅱ. 傳統的인 方法

Ⅲ. 타일의 基準

Ⅳ. 豫測値의 平均自乘誤差(the mean square error of prediction)에 의한 基準

Ⅴ. 結論

References

SUMMARY