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On the classification of observations in the switching regression

Object's details: On the classification of observations in the switching regression

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Provider:Repozytorium Uniwersytetu Łódzkiego

Description

Title:
On the classification of observations in the switching regression
Creator:
Pruska, Krystyna
Contributor:
University of Łódź, Chair of Statistical Methods
Description:
The paper discusses the method of determining the sample division indicator for the switching regression model in case of two states generating values of the explained variable, which ensures the least risk of making a mistake, understood as the expected value of relevant loss function. This paper is an attempt to take advantage of the discrimination analysis elements in the switching regression analysis.;
Zadanie pt. „Digitalizacja i udostępnienie w Cyfrowym Repozytorium Uniwersytetu Łódzkiego kolekcji czasopism naukowych wydawanych przez Uniwersytet Łódzki” nr 885/P-DUN/2014 dofinansowane zostało ze środków MNiSW w ramach działalności upowszechniającej naukę.
Object availability:
free access
Date:
2015.01.20;
1997
Type:
Article
Language:
English
Format:
application/pdf
Publisher:
Wydawnictwo Uniwersytetu Łódzkiego
Relation:
Acta Universitatis Lodziensis. Folia Oeconomica;Nr 141/1997
Subject:
switching regression model;
discrimination analysis;
loss function
Identifier:
0208-6018;
http://hdl.handle.net/11089/6255
Data provider:
Repozytorium Uniwersytetu Łódzkiego

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