Several economic applications require to consider different data sources and to integrate the information coming from them. This paper focuses on statistical matching, in particular we deal with incoherences. In fact, when logical constraints among the variables are present incoherencies on the probability evaluations can arise. The aim of this paper is to remove such incoherences by using different methods based on distances minimization or least commitment imprecise probabilities extensions. An illustrative example shows peculiarities of the different correction methods. Finally, limited to pseudo distance minimization, we performed a systematic comparison through a simulation study.
Incoherence correction strategies in statistical matching
BROZZI, ALESSANDRO;CAPOTORTI, Andrea;
2012
Abstract
Several economic applications require to consider different data sources and to integrate the information coming from them. This paper focuses on statistical matching, in particular we deal with incoherences. In fact, when logical constraints among the variables are present incoherencies on the probability evaluations can arise. The aim of this paper is to remove such incoherences by using different methods based on distances minimization or least commitment imprecise probabilities extensions. An illustrative example shows peculiarities of the different correction methods. Finally, limited to pseudo distance minimization, we performed a systematic comparison through a simulation study.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.