Development of the RAS method within homothetic paradigm for structural similarity of macroeconomic data matrices
https://doi.org/10.34023/2313-6383-2014-0-8-46-67
Abstract
The article presents a new method for updating macroeconomic data matrices based on development of RAS multiplicative model and application of GLS principle. The notions of angular and homothetic measures of matrix similarity are introduced. Analytical solution of conditional minimization problem for the homothetic measure is derived. Framework for analysis of the sensitivity of the solution to small changes in target matrix marginal totals is presented. A decomposition algorithm for updating higher dimensional matrices is described. The developed method allows to generate multiplicative models of target matrices with much more compact distributions of coefficients in comparison with the RAS method.
Keywords
матрицы макроэкономических данных,
метод RAS,
мультипликативная модель,
гомотетия матриц,
меры структурного сходства матриц,
обобщенный метод наименьших квадратов,
метод множителей Лагранжа,
декомпозиционный алгоритм,
macroeconomic data matrices,
RAS method,
multiplicative model,
matrix homothety,
measures of matrix similarity,
generalized least squares (GLS) method,
Lagrange multipliers method,
decomposition algorithm
About the Author
V. . Motorin
National Research University - Higher School of Economics
Russian Federation
Russian Federation
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Review
For citations:
Motorin V. Development of the RAS method within homothetic paradigm for structural similarity of macroeconomic data matrices. Voprosy statistiki. 2014;(8):46-67. (In Russ.) https://doi.org/10.34023/2313-6383-2014-0-8-46-67
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