A Comparative Study of Generalized Maximum Entropy Estimator for the Two-way Error Component Regression Model
DC Field | Value | Language |
---|---|---|
dc.contributor.author | 전수영 | - |
dc.contributor.author | 진서훈 | - |
dc.date.accessioned | 2021-09-09T00:09:17Z | - |
dc.date.available | 2021-09-09T00:09:17Z | - |
dc.date.created | 2021-06-17 | - |
dc.date.issued | 2009 | - |
dc.identifier.issn | 1229-2354 | - |
dc.identifier.uri | https://scholar.korea.ac.kr/handle/2021.sw.korea/121826 | - |
dc.description.abstract | Recently the study of the panel data has received attention in the literature of the regression model. The model has been usually dealing with the complete data. However, in a practical manner it is rare for data to be complete. For ill-posed problems, Song and Cheon(2006) proposed a robust generalized maximum entropy estimator less sensitive to the assumption and limited situation in a panel regression model with the only individual effect. However, the time effect needs to be considered in panel data. This paper considers a two-way error component model with both individual and time effects in ill-posed problems and proposes the generalized maximum entropy(GME) estimator for the unknown parameters. This estimator is compared with a variety of existing estimators on the simulated dataset. The numerical results are in favor of the new estimator in terms of its quality when the data are ill-posed. | - |
dc.language | English | - |
dc.language.iso | en | - |
dc.publisher | 한국자료분석학회 | - |
dc.title | A Comparative Study of Generalized Maximum Entropy Estimator for the Two-way Error Component Regression Model | - |
dc.title.alternative | A Comparative Study of Generalized Maximum Entropy Estimator for the Two-way Error Component Regression Model | - |
dc.type | Article | - |
dc.contributor.affiliatedAuthor | 전수영 | - |
dc.contributor.affiliatedAuthor | 진서훈 | - |
dc.identifier.bibliographicCitation | Journal of The Korean Data Analysis Society, v.11, no.2, pp.617 - 627 | - |
dc.relation.isPartOf | Journal of The Korean Data Analysis Society | - |
dc.citation.title | Journal of The Korean Data Analysis Society | - |
dc.citation.volume | 11 | - |
dc.citation.number | 2 | - |
dc.citation.startPage | 617 | - |
dc.citation.endPage | 627 | - |
dc.type.rims | ART | - |
dc.identifier.kciid | ART001337955 | - |
dc.description.journalClass | 2 | - |
dc.description.journalRegisteredClass | kci | - |
dc.subject.keywordAuthor | Panel regression model | - |
dc.subject.keywordAuthor | Two way error component | - |
dc.subject.keywordAuthor | Information recovery | - |
dc.subject.keywordAuthor | GME estimation. | - |
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