The SURE Multilevel Models with quantified response variables have been proposed (Vittadini, 2001a) for measuring the relative effectiveness of different social agencies. It has been demonstrated (Srivastava e Giles, 1987) that the SUR estimator is more efficient of the OLS, especially in the case of different regressors for each outcome and correlation among errors of different equations. We prove, through a decomposition of the vectorial space generated by the response variables into a sum of orthogonal linear subspaces (Takeuchi et al., 1982), that the SUR estimator takes into account the simultaneity of the outcomes. A practical application referred to some retirement homes in Lombardy is provided.
Minotti, S. (2003). Sulla Dipendenza Simultanea degli Outcome negli Studi di Efficacia Relativa. In Analisi statistica multivariata per le scienze economico-sociali, le scienze naturali e la tecnologia. Napoli : RCE.
Sulla Dipendenza Simultanea degli Outcome negli Studi di Efficacia Relativa
MINOTTI, SIMONA CATERINA
2003
Abstract
The SURE Multilevel Models with quantified response variables have been proposed (Vittadini, 2001a) for measuring the relative effectiveness of different social agencies. It has been demonstrated (Srivastava e Giles, 1987) that the SUR estimator is more efficient of the OLS, especially in the case of different regressors for each outcome and correlation among errors of different equations. We prove, through a decomposition of the vectorial space generated by the response variables into a sum of orthogonal linear subspaces (Takeuchi et al., 1982), that the SUR estimator takes into account the simultaneity of the outcomes. A practical application referred to some retirement homes in Lombardy is provided.
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