The information tableau of a linear allocation model

DOI10.1016/0898-1221(89)90094-1MaRDI QIDQ1119154zbMATH OpenOpenAlexFDO

Authors Henri Theil, Ching-Fan Chung

Publication date 1989

Published in Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0898-1221(89)90094-1

zbMATH Keywords

linear allocation modelslinear demand equationsmultivariate linear regressionstatistical information theoryunivariate linear regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Review text

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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Cites work

• How many bits of information does an independent variable yield in a multiple regression?
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• Indicator and filter attributes of monetary aggregates
• RELATIONS BETWEEN TWO SETS OF VARIATES
• Relative Importance by Averaging Over Orderings

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