The information tableau of a linear allocation model (Q1119154): Difference between revisions

In a univariate linear regression model, how can we measure the contribution of each explanatory variable? Assuming that this can be done satisfactorily, how can we extend this measurement to the multivariate linear regression model? \textit{H. Theil} [Stat. Probab. Lett. 6, 107-108 (1987; Zbl 0629.62008)] answered the first question by means of elementary concepts from statistical information theory. The objective of this note is to generalize and illustrate this approach for linear allocation models such as a system of linear demand equations.