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On Testing the Significance of the Coefficients in the Multiple Regression Analysis

100%
Kończak G., Uniwersytet Ekonomiczny w Katowicach; Wydział Zarządzania; Katedra Statystyki
Acta Universitatis Lodziensis. Folia Oeconomica
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2012
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vol. 269
EN
The multiple regression analysis is a statistical tool for the investigation relationships between the dependent and independent variables. There are some procedures for selecting a subset of given predictors. These procedures are widely available in statistical computer packages. The most often used are forward selection, backward selection and stepwise selection. In these procedures testing the significance of parameters is used. If some assumptions such as normality errors are not fulfilled, the results of testing significance of the parameters may not be trustworthy. The main goal of this paper is to present a permutation test for testing the significance of the coefficients in the regression analysis. Permutation tests can be used even if the normality assumption is not fulfilled. The properties of this test were analyzed in the Monte Carlo study.
2
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THE APPLICATION OF REGRESSION ANALYSIS IN TESTING UNCOVERED INTEREST RATE PARITY

100%
Kisielińska J., Czech K.
Metody Ilościowe w Badaniach Ekonomicznych
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2013
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vol. 14
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issue 1
232-242
EN
The aim of the paper is to evaluate and compare two linear regression models proposed by Froot and Frankel (1989) and to show their application in verification of the uncovered interest rate parity (UIP) hypothesis in the selected ten exchange rate markets. The paper shows that both models proposed by Froot and Frankel (1989) are formally equivalent, but they may give different regression results. Many researchers claim that uncovered interest rate parity tends to hold more frequently in emerging markets than in developed economies. The paper is focused on five developed and five emerging economies. It is partly confirmed that developing countries work better in terms of UIP.
3
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Matrix H and Its Applications in Economic and Tourist Research

100%
Wagner W., University of Information Technology and Management in Rzeszów
Acta Universitatis Lodziensis. Folia Oeconomica
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2006
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vol. 196
EN
The paper characterizes and gives some basic properties of matrix H that is the operator of orthogonal projection on the space of columns of matrix X, which is the hat matrix in linear regression model. The author enumerates some properties of diagonal elements of the matrix, which were defined as lever points and high-lever points. The paper deals also with the form of matrix H with repeating observations relating to independent variables. Two examples show some applications of matrix H.
PL
W artykule określono i podano podstawowe własności macierzy H, będącej operatorem ortogonalnego rzutu na przestrzeń kolumn macierzy X, która jest macierzą układu w modelu regresji liniowej. Wymienione zostały własności elementów diagonalnych tej macierzy, które zostały określone jako punkty dźwigniowe i wysoko dźwigniowe punkty. Także zajęto się postacią macierzy H przy powtarzających się obserwacjach odnoszących się do zmiennych niezależnych. Pewne zastosowania macierzy H podano na dwóch przykładach.
4

Determinants of Profitability of Polish Rural Micro-Enterprises at the Time of EU Accession

88%
Janda K., Rausser G., Strielkowski W.
Eastern European Countryside
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2013
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vol. 19
177-217
EN
Rural micro-enterprises are an important factor in sustainable rural development in post-transitional Eastern Europe. This paper deals with determining the key factors influencing profitability in rural micro-enterprises in Poland. The research design was based on a questionnaire survey of 300 rural micro-enterprises in the food-processing sector in rich and poor Polish provinces. The analysis carried out in this study is centered around the Polish EU accession in May 2004. Similar to other related studies, our results show that EU accession was not perceived as a major change by rural Polish micro-entrepreneurs and that the EU related factors were not significant determinants of their profitability. However, our results also show that the success of the rural food processing micro-enterprise in Eastern Europe is most related to its owner/manager and enterprise characteristics. For the owner/manager the most significant determinants are his/her age and risk-taking as the main motive for establishing an enterprise. The enterprise characteristics that determine the profitability include enterprise location within a region with competitive situation, enterprise size (being a sole trader or family enterprise), IC T advancements in enterprise and the fact whether the enterprise has any certificates for its products. The results have significant implications for the researchers and policy-makers and can become a basis for preparing relevant enterprise support policies in post-transitional Eastern Europe
5
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Analysis of Linear Regression Model at Divided System Matrix

88%
Budka A., Wagner W., Agricultural University of Poznań (Anna Budka), University of Information Technology and Management in Rzeszów (Wiesław Wagner)
Acta Universitatis Lodziensis. Folia Oeconomica
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2007
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vol. 206
EN
In this study problems connected with the detection of influential observations are investigated in the linear regression model using the least squares estimation of structural parameters. This issue has been presented in three cuts: the complete model, 1-cut model and m-cut model.
PL
W pracy przedstawiono zagadnienia związane z wykrywaniem obserwacji wpływowych w modelu regresji liniowej przy zastosowaniu estymacji parametrów strukturalnych za pomocą MNK. Temat ten jest ujęty w trzech przekrojach: model pełny, 1-ucięty oraz model m-ucięty. W każdym przypadku prezentowane są szczegółowe metody badania obserwacji wpływowych. Podstawowymi dla tych celów statystykami są elementy diagonalne tzw. macierzy ortogonalnego rzutu. Ich duże wartości, przy czym wszystkie należą do przedziału (0, 1), przekraczające zadane wartości progowe pozwalają na wskazanie istnienia obserwacji wpływowych. Oczywiście różne możliwe statystyki będące w jakimś stopniu funkcjami elementów wspomnianej macierzy będą dostarczały informacji diagnostycznych o różnym znaczeniu, dotyczącym obserwacji wpływowych.
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Content available remote

The measurement of organizational capital

75%
Roman F., Jana B.
Littera Scripta
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2011
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vol. 2
25-34
EN
The aim of the authors was to compare the model for measurement of organizational capital created for the Czech Republic with the model designed based on data of 309 businesses in the South-West Cohesion Region. The p-values of the intercept, the coecients of tangible xed assets and personnel expenses lower than 0.05 coming out in both models indicate statistical signi cance of these regression coecients and intercepts. Therefore, it is signi cant at the 0.05 level that both the intercept and two independent variables have in uence on the dependent variable in both models. Both models show also the highest p-value for the coecient of intangible xed assets. While this regression coecient remains to be statistically signi cant in the model for the entire Czech Republic, it isn't statistically signi cant for the South-West Cohesion Region. Thus the in uence of intangible xed assets on the dependent variable - revenue - hasn't been proven. This article is a part of the results of the project no. 402/09/2057 \Measurement and management of the intangible assets impact on enterprise performance", financed by Czech Science Foundation.
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