El problema de un tamaño muestral pequeño en la regresion linealMicronumerosidad

  1. Salmerón Gómez, Román 1
  2. Blanco Izquierdo, Víctor 1
  1. 1 Universidad de Granada
    info

    Universidad de Granada

    Granada, España

    ROR https://ror.org/04njjy449

Revista:
Rect@: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA

ISSN: 1575-605X

Año de publicación: 2016

Volumen: 17

Número: 2

Páginas: 167-177

Tipo: Artículo

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Otras publicaciones en: Rect@: Revista Electrónica de Comunicaciones y Trabajos de ASEPUMA

Resumen

The econometrician Arthur Goldberg introduced the notion of micronumerosity motivating that classical Econometrics textbooks used to explain the problem of multicollinearity but nothing is explain about the analogous problem of estimating using an small size sample. Then, micronumerosity refers to multicollinearity because of small samples. Since its origins are very particular, its treatment should also be speci c. In this paper we obviate standard multicollinearity solutions and we propose a new scheme based on the speci c charasteristics of the problem

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