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

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Revision as of 19:29, 19 March 2024

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The information tableau of a linear allocation model
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    The information tableau of a linear allocation model (English)
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    1989
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    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.
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    univariate linear regression
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    multivariate linear regression
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    statistical information theory
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    linear allocation models
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    linear demand equations
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