Title:

Estymacja Winsora w badaniach podmiotów gospodarczych

Group publication title:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu

Title in english:

Winsorization in Small Business Survey

Creator:

Dehnel, Grażyna

Description:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2008; Nr 7, s. 99-107

Abstrakt:

Business data are often highly skewed to the right for two reasons: occurrence of outliers and a large proportion of zeroes. If by chance several unusually large residuals should fall in the sample then applying estimator may grossly underestimate or overestimate the population totals. One technique to deal with this problem is to divide a sample into two parts basing on cutoff values. Observations outside preset cutoff values are modified to values closer to these coutoff values. This estimator is called the winsorized estimator. The affectivity of winsorized estimator depends on the choice of the cutoff values, and hence the methods used to estimate regression parameters used to calculate these cutoff values. In this paper we examine the problem of the choice of one of the robust regression techniques to determine which techniques resulted in the best performing winsorized estimator. Simulation study presented here shows that Sample Splitting Technique results in the largest percentage reduction in MSE.

Publisher:

Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu

Place of publication:

Wrocław

Date:

2008

Resource Type:

artykuł

Language:

pol

Relation:

Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu = Research Papers of Wrocław University of Economics; 2008; Nr 7 (1207) ; Taksonomia 15 ; Klasyfikacja i analiza danych - teoria i zastosowania

Rights:

Wszystkie prawa zastrzeżone (Copyright)

Access Rights:

Dla wszystkich w zakresie dozwolonego użytku

Location:

Uniwersytet Ekonomiczny we Wrocławiu

Coverage:

Dofinansowano z programu "Społeczna odpowiedzialność nauki" Ministra Edukacji i Nauki (SONB/SP/546390/2022). Tytuł projektu: Upowszechnienie zawartości czasopisma Prace Naukowe Uniwersytetu Ekonomicznego we Wrocławiu