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2017, vol. 12, br. 1, str. 157-169
Više-dimenzioni podaci u ekonomiji i njihova robustna analiza
Institute of Computer Science, Czech Academy of Sciences & Institute of Information Theory and Automation, Czech Academy of Sciences, Czech Republic

e-adresakalina@cs.cas.cz
Projekat:
Project of the Czech Science Foundation grants 13-01930S
Project of the Czech Science Foundation grants 17-07384S

Ključne reči: Ekonometrija; više-dimenzini podaci; smanjenje dimenzionalnosti; linearna regresija; klasifikaciona analiza; robustnost
Sažetak
Ovaj rad je posvećen statističkim metodama analize ekonomskih podataka uz veliki broj promenjivih. Autori predstavljaju pregled referenci, čime dokumentuju da su takvi podaci sve češće dostupni u različitim problemima teorijske i primenjene ekonomije i da se njihova analiza teško može učiniti primenom standardnih ekonometrisjkih metoda. Rad je fokusiran na višedimenzione podatke, koji imaju mali broj posmatranja, i daju pregled nedavno predloženih metoda za njihovu analizu u kontekstu ekonometrije, u prvom redu u oblasti smanjenja dimenzionalnosti, linerane regresije i klasifikacionoj analizi. Dalje, performanse različitih metoda su predstavljene na javno dostupnim podacima za benčmarking, u vidu seta podataka o rangiranju kredita. U cilju poređenja sa drugim autorima, korišćeni su takođe robustni metodi, koji nemaju osetljivost na uticaj ekstrema u merenjima. Njihova snaga je ocenjena tek dodavanjem veštačke kontaminacije putem signala šuma uvedenog u polazne podatke. Kao dodatak, poređene su performanse različitih metoda za prethodnu redukciju dimenzionalnosti.
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O članku

jezik rada: engleski
vrsta rada: pregledni članak
DOI: 10.5937/sjm12-10778
objavljen u SCIndeksu: 21.05.2017.
metod recenzije: dvostruko anoniman
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