ON THE Z. HELLWIG'S METHOD AND THE S. BARTOSIEWICZ'S METHOD OF EXPLANATORY VARIABLE SELECTION IN THE ECONOMETRIC MODEL

• Authors: Westa M.
• Languages of publication: PL

Abstracts

EN

In the paper, the Z. Hellwig's method and the S. Bartosiewicz's method are examined in the case where the potential explanatory variables are perfect multicollinear and all pairwise correlation coefficients of these variables are low in absolute values. It is proved that both methods may result in the set of explanatory variables with perfect multicollinearity.

Keywords

EN

BARTOSIEWICZ'S METHOD; HELLWIG'S METHOD; PERFECT MULTICOLLINEARITY

Discipline

• ECONOMICS: ECONOMICS

• Publisher: Główny Urząd Statystyczny
• Journal: Przegląd Statystyczny
• Year: 2008
• Volume: 55
• Issue: 1
• Pages: 67-78
• Document type: ARTICLE

Contributors

author

Westa M.

• M. Westa, Uniwersytet Warminsko-Mazurski w Olsztynie, Wydzial Nauk Ekonomicznych, Katedra Metod Ilosciowych, ul. M. Oczapowskiego 4, 10-719 Olsztyn. Poland

Identifiers

CEJSH db identifier

08PLAAAA04638894