The Variances of Regression Coefficient Estimates Using Aggregate Data
Language: English
Published by Forgotten Books, 2018
- Softcover
- New
Seller: Forgotten Books, London, United KingdomForgotten Books
AbeBooks seller since June 2, 2021
Condition: New
US$ 17.62
Quantity: Over 20 available
Add to basketItem description from seller
Print on Demand. This book analyzes when aggregating data is advantageous in regression analysis, which is when you combine multiple datasets to create one larger dataset. The author posits that this can sometimes be less effective than using smaller, disaggregated datasets, a concept called "aggregation bias." To illustrate, the author uses a linear regression model to explore a hypothetical relationship between micro and macro (aggregate) levels. They use the limiting properties of macrovariance to show that unless the elements of the explanatory variables are all bounded it is advantageous to use disaggregated data. The author concludes by showing relationships between Theil aggregation weights and micro-level proportions. This book will be essential reading for econometricians and statisticians, especially those working in fields that often require aggregating data. This book is a reproduction of an important historical work, digitally reconstructed using state-of-the-art technology to preserve the original format. In rare cases, an imperfection in the original, such as a blemish or missing page, may be replicated in the book.…
Seller Inventory # 9781528557535_0
- Title
- The Variances of Regression Coefficient Estimates Using Aggregate Data
- Author
- Roy E. Welsch, Edwin Kuh
- Publisher
- Forgotten Books
- Publication year
- 2018
- Condition
- New
- Book Type
- print-on-demand item
- Binding
- Paperback
- Language
- English
- ISBN 10
- 1528557530
- ISBN 13
- 9781528557535
- Seller catalogs
- Statistics
The Variances of Regression Coefficient Estimates Using Aggregate Data explains how pooling many individual data series into one big set can change the precision of regression results.
It shows when aggregation reduces macro variance relative to micro variance and when casual data grouping might cause trouble.
Written in clear terms, the work discusses models where micro parameters evolve over time and how these dynamics affect estimation. It also connects abstract theory to practical research through topics like aggregation weights and the relation between micro and macro parameters. The discussion offers guidance on choosing aggregation approaches that keep key assumptions plausible while improving estimation reliability.
- Understand aggregation gain: when and why combining data can reduce the estimated macro variance.
- Learn about the conditions that keep estimation stable as the data pool grows, including variance bounds and the role of correlation among units.
- Explore Theil-style aggregation weights and how micro parameters relate to macro estimates in practice.
- Get practical insights for empirical research using aggregated data without overpromising outcomes.
Ideal for readers of econometrics and research methodology who want a rigorous, accessible look at how aggregate data shapes regression inference.
"Synopsis" may belong to another edition of this title.
Forgotten Books
London, United Kingdom
AbeBooks seller since June 2, 2021
Shipping rates from United Kingdom to U.S.A.
| Item | 5 to 10 business days | 5 to 10 business days |
|---|---|---|
| First item | US$ 0.00 | US$ 0.00 |
Payment methods
Store description
Forgotten Books’ Classic Reprint Series utilizes the latest technology to regenerate facsimiles of historically important writings. Careful attention has been made to accurately preserve the original format of each page whilst digitally enhancing the quality of the aged text.
Specialty
TradeSeller's business information
FB &c Ltd
Dalton House, 60 Windsor Avenue
London, United Kingdom SW19 2RR
Terms of sale
All books are Print on Demand and will be printed upon purchase and shipped in New Condition. Orders typically ship within 3-5 business days. If you're dissatisfied with your purchase (Incorrect Book/Not as Described/Damaged) or if the order hasn't arrived, you're eligible for a refund within 30 days of the estimated delivery date. If you've changed your mind about a book that you've ordered, please use the ask bookseller a question link to contact us and we'll respond within 2 business days.
Other policies
Please note that we cannot accept cancellation requests once an order has been placed.
All Forgotten Books titles are printed on demand. The moment an order is submitted, it is automatically transmitted to our distributor and then forwarded to the printer, where it enters production. This process begins within minutes and is entirely automated.
A cancellation, however, is a manual, multi-step request that must pass through several systems. By the time such a request reaches the appropriate stage, the book has almost always been printed, packed, or already dispatched, which makes cancellation impossible.
For this reason, we kindly ask that you double-check the title, edition, and your shipping details before placing an order.
If you change your mind after ordering, you are welcome to return the book once it arrives, and a refund will be issued in accordance with AbeBooks’ return policy.
Please also make sure your address is correct before ordering as we will no be able to intervene and make changes before the book is shipped.
We can provide digital samples for all our print books ahead, so don't hesitate to reach out.
Returns
As a small publisher we do not have the facilities to resell returned books, so any returned book will be recycled. If the book is damaged or defective please continue with the return process, and thank you for letting us know so that we can improve our products. If you’re returning for another reason, however, please consider whether you could donate or gift the book instead so that it avoids the waste pile.
Thank you in advance!
Shipping terms
We are committed to minimizing our environmental impact and reducing shipping costs by manufacturing and shipping our products as close to our customers as possible. For orders within the United States, your items are shipped from the USA with final delivery done by USPS.
UK and European orders are fulfilled from the UK through various couriers.
Canadian orders may be shipped from either Canada or the USA via Canada Post or UPS, depending on the size of the order.
For our customers in other regions around the world, we ensure that your orders are shipped from the closest available location to reduce delivery times and carbon footprint. Our goal is to deliver your products efficiently, no matter where you are located.
Please be aware that depending on the size of your order and local legislation in your country, there may be additional taxes, customs duties, and fees imposed by the destination country. These charges are not included in the item price or shipping cost. They are the responsibility of the customer and must be paid upon delivery.
We recommend checking with your local customs office for more information on potential charges before placing your order. Forgotten Books is not responsible for any customs duties, taxes, or fees incurred.