Minimum information estimation of allocation models of different sizes

Renate Finke, Lennart Flood and Henri Theil

Statistics & Probability Letters, 1984, vol. 2, issue 5, 279-283

Abstract: For allocation models consisting of n = 10, 6 and 4 equations, constrained generalized least squares coefficient estimates are compared with those obtained from the minimum information (MI) criterion in the sense of statistical information theory. The MI estimates are more efficient for n = 10. The bootstrap procedure is illustrated for the assessment of the variability of these estimates.

Keywords: allocation; models; equation; systems; generalized; least; squares; information; theory; minimum; information; estimation (search for similar items in EconPapers)
Date: 1984
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