Eurandom, Eindhoven University of Technology
Tilburg University
抄録
The Snaer program calculates the posterior mean and variance of variables on some of which we have data (with precisions), on some we have prior information (with precisions), and on some prior indicator ratios (with precisions) are available. The variables must satisfy anumber of exact restrictions. The system is both large and sparse. Two aspects of the sta-tistical and computational development are a practical procedure to solve a linear integer system, and a stable linearization routine for ratios. We test our numerical method to solve large sparse linear least-squares estimation problems, and find that it performs well, even when the n ×k design matrix is large(nk equivalent 2$^{27.5}$).
内容記述
本文フィルはリンク先を参照のこと
雑誌名
Discussion paper series. CIRJE-F
巻
CIRJE-F-478
発行年
2007-02
書誌レコードID
AA11450569
フォーマット
application/pdf
日本十進分類法
334
出版者
日本経済国際共同センター
出版者別名
Center for International Research on the Japanese Economy
On the estimation of a large sparse Bayesian system : the Snaer program
