Statistische Hefte

, Volume 26, Issue 1, pp 171–197 | Cite as

Statistical aspects of W. D. Fisher's method of optimal aggregation

  • Francois Laisney
  • Karl Ringwald


W. D. Fisher's approach to approximating a known linear model y=Ax by an aggregation-disaggregation sequence involves a moment matrix M which is supposed to be known. This paper investigates the statistical problems arising when M is not known. As an example we consider the open static Leontief model with A being the Leontief inverse.

Under the assumption that the exogenous variables are multinormal with zero mean, tests and confidence intervals for the loss of information are given.

The use of maximum entropy estimation of M for insufficient data is discussed.

Statistical procedures to evaluate the goodness of aggregation-disaggregation of a time series of matrices A are also described.


Latent Root Exogenous Variable Final Demand Moment Matrix Detailed Numerical Result 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.


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Copyright information

© Springer-Verlag 1985

Authors and Affiliations

  • Francois Laisney
    • 1
  • Karl Ringwald
    • 2
  1. 1.Université des Sciences SocialesGREMAQToulouse cedex
  2. 2.FB 11-MathematikUniversität-Gesamthochschule DuisburgDuisburg

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