Econometrical modeling of the structure of multidimensional statistical interrelations
| Autor | Alexander K. Rozentsvaig - Aleksej G. Isavnin - Anton N. Karamyshev |
| Cargo | Kazan Federal University. e-mail: antonkar2005@yandex.ru. Tel.: +7-960-067-65-50 |
| Páginas | 201-216 |
Periódico do Núcleo de Estudos e Pesquisas sobre Gênero e Direito
Centro de Ciências Jurídicas - Universidade Federal da Paraíba
V. 8 - Nº 06 - Ano 2019 – Special Edition
ISSN | 2179-7137 | http://periodicos.ufpb.br/ojs2/index.php/ged/index
201
ECONOMETRICAL MODELING OF THE STRUCTURE OF
MULTIDIMENSIONAL STATISTICAL INTERRELATIONS
Alexander K. Rozentsvaig1
Aleksej G. Isavnin2
Anton N. Karamyshev3
Abstract: In economics, the general
theory is largely descriptive, and
mathematical models are not only
statistical but also partial. Therefore, an
economic phenomenon usually requires
using partial methods and getting only
private solutions limited by particular
conditions - the type of activity, its place
and time of implementation. The real
idea of the nature of the economic
phenomenon that interests us is given
only by statistical data. Correlation
analysis is a time-consuming and
completely non-formalizable task when
it is necessary to justify the relationship
structure of a large number of factors. In
addition, the quality and interpretation of
the results of statistical analysis are
predetermined by the nature of the
statistical models used to obtain sample
estimates of their parameters. Due to the
complexity of multidimensional
1 Kazan Federal University. e-mail:
antonkar2005@yandex.ru. Tel.: +7-960-067-65-50
2 Kazan Federal University. e-mail:
antonkar2005@yandex.ru. Tel.: +7-960-067-65-50
3 Kazan Federal University. e-mail:
antonkar2005@yandex.ru. Tel.: +7-960-067-65-50
statistical models, general theoretical
concepts are usually limited by the
assumption that the sampled data does
not contradict the normal
multidimensional distribution law. This
greatly simplifies multivariate statistical
analysis and therefore it always leads to
linear regression relationships, which
corresponds to a trivial system of
correlation relationships and is rarely
observed in reality. The structure of each
economic object is unique, therefore, it is
proposed to refine it using a system of
correlation matrices of various orders. It
is shown that the generalization of large
volumes of multidimensional sample
data in the form of “portraits” of
correlation matrices clearly represents
the specific features of the object of
study. Moreover, the empirical system of
statistically significant relationships is
transformed into the corresponding
Periódico do Núcleo de Estudos e Pesquisas sobre Gênero e Direito
Centro de Ciências Jurídicas - Universidade Federal da Paraíba
V. 8 - Nº 06 - Ano 2019 – Special Edition
ISSN | 2179-7137 | http://periodicos.ufpb.br/ojs2/index.php/ged/index
202
model of economic relationships.
Prerequisites are being created for the
practical use of universal systems
analysis methods based on modern
theoretical and software tools of
information technologies.
Keywords: econometrics, correlation
analysis, multivariate sampling,
statistical model, relationship structure
1 Introduction
The interconnection of
disciplines that study complex socio-
economic phenomena and processes
significantly increases the necessary
amount of basic knowledge in
connection with new ideas of science and
the needs of the practice. The basic
concepts and methods of economic
statistics have evolved over the centuries
as the ever-growing demands of practical
activity have accumulated [1, 2].
However, at the same time, not only the
statistical analysis tools were created and
improved. Along with them, methods
countering with modern conditions were
established.
The same problems arise in the
development of hardware and software
for computer technology. Therefore, the
role of systematic methods of
organization and management is
growing not only in information
technology but in technical and socio-
economic systems [3]. A less formal
apparatus of discrete mathematics turned
out to be in demand as a source of
adequate mathematical representations
and economic models, as well as a tool
for formalizing problems.
Undoubtedly, the role of
classical mathematical disciplines is also
increasing. However, the generalization
of mathematical and statistical methods
for solving economic problems under
accelerated development, which is
initiated by global informatization, is
largely associated with methods of
system analysis and discrete
mathematics [4, 5]. Thus, the effective
organization and management of modern
production are associated with typical
facilities and industries rather than with
unique enterprises. They are designed
based on system representations
according to design standards such as
BRP or MRP [6]. Models of business
processes formalize production
activities, which should ensure the
quality of products in accordance with
ISO standards. The generally accepted,
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