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Matrix Calculus and Zero-One Matrices

Name: Matrix Calculus and Zero-One Matrices
Brand: Cambridge University Press
SKU: 02044289
Price: 150.29 EUR
Availability: InStock
Author: Turkington
ISBN: 9780521807883

Statistical and Econometric Applications

Turkington

Darrell A. (University of Western Australia

Perth)

Lingua

Inglese

Libro Rigido

Codice Libristo: 02044289

Casa editrice Cambridge University Press, dicembre 2001

This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one m... Descrizione completa

Codice Libristo: 02044289

368 b

150.29 €

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This 2002 book presents the reader with mathematical tools taken from matrix calculus and zero-one matrices and demonstrates how these tools greatly facilitate the application of classical statistical procedures to econometric models. The matrix calculus results are derived from a few basic rules that are generalizations of the rules of ordinary calculus. These results are summarized in a useful table. Well-known zero-one matrices, together with some newer ones, are defined, their mathematical roles explained, and their useful properties presented. The basic building blocks of classical statistics, namely the score vector, the information matrix, and the Cramer-Rao lower bound, are obtained for a sequence of linear econometric models of increasing statistical complexity. From these are obtained interactive interpretations of maximum likelihood estimators, linking them with efficient econometric estimators. Classical test statistics are also derived and compared for hypotheses of interest.