组合模型和单纯导数中协变量的影响

IF 0.6 Q4 STATISTICS & PROBABILITY
Joanna Morais, C. Thomas-Agnan
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引用次数: 4

摘要

在组合数据分析的框架中,携带相关信息的向量,也称为组合向量,可以作为因变量或解释变量出现在回归模型中。在某些情况下,它们可以在回归方程的两边。在这些类型的模型中测量协变量的边际影响并不简单,因为封闭组合的一个组成部分的变化会自动影响组合的其余部分。作者之前的工作已经展示了如何测量、计算和解释这些边际影响,在方程两边都有成分的线性回归模型的情况下。由此产生的自然解释是弹性,这是计量经济学和市场营销应用中常用的一个量。它们还证明了这些弹性和简单导数之间的联系。此贡献的目的是将这些结果扩展到其他情况,即当组合向量位于回归方程的单侧时。在这些情况下,边际冲击与半弹性有关,也与一些简单导数有关。此外,我们考虑将总变量用作解释变量的可能性,对该总变量有几种可能的解释,并在这种情况下推导出弹性公式。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Impact of Covariates in Compositional Models and Simplicial Derivatives
In the framework of Compositional Data Analysis, vectors carrying relative information, also called compositional vectors, can appear in regression models either as dependent or as explanatory variables. In some situations, they can be on both sides of the regression equation. Measuring the marginal impacts of covariates in these types of models is not straightforward since a change in one component of a closed composition automatically affects the rest of the composition. Previous work by the authors has shown how to measure, compute and interpret these marginal impacts in the case of linear regression models with compositions on both sides of the equation. The resulting natural interpretation is in terms of an elasticity, a quantity commonly used in econometrics and marketing applications. They also demonstrate the link between these elasticities and simplicial derivatives. The aim of this contribution is to extend these results to other situations, namely when the compositional vector is on a single side of the regression equation. In these cases, the marginal impact is related to a semi-elasticity and also linked to some simplicial derivative. Moreover we consider the possibility that a total variable is used as an explanatory variable, with several possible interpretations of this total and we derive the elasticity formulas in that case.
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来源期刊
Austrian Journal of Statistics
Austrian Journal of Statistics STATISTICS & PROBABILITY-
CiteScore
1.10
自引率
0.00%
发文量
30
审稿时长
24 weeks
期刊介绍: The Austrian Journal of Statistics is an open-access journal (without any fees) with a long history and is published approximately quarterly by the Austrian Statistical Society. Its general objective is to promote and extend the use of statistical methods in all kind of theoretical and applied disciplines. The Austrian Journal of Statistics is indexed in many data bases, such as Scopus (by Elsevier), Web of Science - ESCI by Clarivate Analytics (formely Thompson & Reuters), DOAJ, Scimago, and many more. The current estimated impact factor (via Publish or Perish) is 0.775, see HERE, or even more indices HERE. Austrian Journal of Statistics ISNN number is 1026597X Original papers and review articles in English will be published in the Austrian Journal of Statistics if judged consistently with these general aims. All papers will be refereed. Special topics sections will appear from time to time. Each section will have as a theme a specialized area of statistical application, theory, or methodology. Technical notes or problems for considerations under Shorter Communications are also invited. A special section is reserved for book reviews.
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