Arbeitspapier
Importance Assessment of Correlated Predictors in Business Cycles Classification
When trying to interpret estimated parameters the researcher is interested in the (relative) importance of the individual predictors. However, if the predictors are highly correlated, the interpretation of coefficients, e.g. as economic ?multipliers?, is not applicable in standard regression or classification models. The goal of this paper is to develop a procedure to obtain such measures of importance for classification methods and to apply them to models for the classification of german business cycle phases.
- Sprache
-
Englisch
- Erschienen in
-
Series: Technical Report ; No. 2004,66
- Thema
-
Konjunkturprognose
Prognoseverfahren
Korrelation
Klassifikation
Theorie
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Enache, Daniel
Weihs, Claus
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (wo)
-
Dortmund
- (wann)
-
2004
- Handle
- Letzte Aktualisierung
-
10.03.2025, 11:47 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Enache, Daniel
- Weihs, Claus
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Entstanden
- 2004
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