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Hierarchical Log-linear Models for Contingency Tables

100%

Brzezińska J.

Acta Universitatis Lodziensis. Folia Oeconomica

2012

vol. 269

Log-linear models are widely used for qualitative data in multidimensional contingency tables. Hierarchical log-linear models are models that include all lower-order terms composed from variables contained in a higher-order model term. The starting point is a saturated model, then homogenous associations, conditional independence and complete independence. There are several statistics that help to choose the best model. The first is the likelihood ratio approach, next is AIC and BIC information criteria. In R software there is loglm() function in MASS library and glm in stats library. The first approach is presented in this paper

Programy skupu aktywów Europejskiego Banku Centralnego w dobie kryzysu zadłużeniowego w strefie euro

75%

Grabowski W., Stawasz E., Uniwersytet Łódzki K. M. i. P. E., Uniwersytet Łódzki K. M. S. G.

Ekonomia Międzynarodowa

2013

vol. 004

The aim of the article is to analyse the effectiveness of the asset purchase programs implemented by the European Central Bank during the sovereign debt crisis of some euro area countries (i.e. Securities Markets Programme i Outright Monetary Transactions). We examine how those programs translate into changes in sovereign bond yields. With the aid of the Akaike information criterion we conclude that the impact of the Outright Monetary Transactions was more durable.

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1 Acta Universitatis Lodziensis. Folia Oeconomica

1 Ekonomia Międzynarodowa

1 Brzezińska J.

1 Grabowski W.

1 Stawasz E.

1 Uniwersytet Łódzki K. M. S. G.

1 Uniwersytet Łódzki K. M. i. P. E.

1 2013

1 2012

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Hierarchical Log-linear Models for Contingency Tables

Programy skupu aktywów Europejskiego Banku Centralnego w dobie kryzysu zadłużeniowego w strefie euro