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我国商业银行资本结构的影响因素——基于OLS回归和分位数回归的研究 被引量:8
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作者 丁明明 于成永 《南京财经大学学报》 2015年第1期25-32,共8页
利用我国商业银行2008—2013年的546个观测值,本文通过普通最小二乘回归和分位数回归的实证结果对比分析了资本结构与其影响因素之间存在的关系,并针对这些因素相应地提出了一些银企经营和行业政策的建议。为了确保结果的稳健性,本文将... 利用我国商业银行2008—2013年的546个观测值,本文通过普通最小二乘回归和分位数回归的实证结果对比分析了资本结构与其影响因素之间存在的关系,并针对这些因素相应地提出了一些银企经营和行业政策的建议。为了确保结果的稳健性,本文将全样本分为上市银行与非上市银行两个子样本,结果基本一致。实证结果表明:规模正向影响资本结构,盈利能力、存贷比、资本充足率负向影响资本结构,成长性、第一大股东性质和资产担保价值对资本结构影响不显著;股权集中度对上市银行的资本结构影响不明显,对非上市银行产生正向影响。通过对比分析实证结果发现,"打铁还需自身硬"的道理适用于银行资本结构理论,即盈利能力对银行资本结构的影响最为明显。因此,银行应提高经营水平,使资本结构保持在合理的水平上。国家应当加强对大规模的银行的监管,还应通过监管工具(存贷比、资本充足率)调控银行业整体的资本结构。 展开更多
关键词 资本结构 影响因素 商业银行 普通最小二乘法 分位数回归
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基于OLS的径向基函数神经网络实现多种数字信号调制方式自动识别 被引量:1
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作者 陈杰 何晨 《上海交通大学学报》 EI CAS CSCD 北大核心 2004年第z1期26-29,共4页
基于决策论的信号调制样式自动识别方法具有简单易行、适合在线分析的优点,针对一些参数的计算进行了改进,并提出了基于该方法,利用正交最小二乘法(OLS)的径向基函数(RBF)神经网络,实现数字信号调制样式自动识别的方法.提高了该方法的... 基于决策论的信号调制样式自动识别方法具有简单易行、适合在线分析的优点,针对一些参数的计算进行了改进,并提出了基于该方法,利用正交最小二乘法(OLS)的径向基函数(RBF)神经网络,实现数字信号调制样式自动识别的方法.提高了该方法的识别能力,对信噪比(SNR)为6~30dB的测试信号识别得到了较好的结果.识别的数字信号为2ASK、4ASK、2PSK、4PSK(QP-SK)、2FSK、4FSK与16QAM. 展开更多
关键词 信号识别 数字调制 正交最小二乘法 径向基函数 神经网络
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基于OLS与EPSO算法的RBF企业订单预测模型研究 被引量:3
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作者 宫蓉蓉 《计算机工程与应用》 CSCD 北大核心 2011年第22期224-226,243,共4页
提出了一种最小正交二乘算法(OLS)和进化粒子群优化算法(EPSO)相结合构建RBF神经网络的企业订单预测模型。OLS采用前向回归算法,从输入数据中选取适当的中心,动态地避免网络规模过大和随机选择中心带来的数值病态问题;EPSO方法调整网络... 提出了一种最小正交二乘算法(OLS)和进化粒子群优化算法(EPSO)相结合构建RBF神经网络的企业订单预测模型。OLS采用前向回归算法,从输入数据中选取适当的中心,动态地避免网络规模过大和随机选择中心带来的数值病态问题;EPSO方法调整网络中的参数,如RBF中心位置,RBF宽度和隐层与输出层之间的权值,以提高网络的泛化能力。 展开更多
关键词 径向基函数(RBF) 最小正交二乘算法(ols) 进化粒子群优化算法(EPSO) 订单预测
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基于OLS下三个拟合优度指标的分析
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作者 江海峰 《安徽工业大学学报(自然科学版)》 CAS 2010年第4期433-437,共5页
介绍了线性回归模型的参数估计及相关问题,提出了3个拟合优度指标:非中心化拟合优度指标、中心化拟合优度指标和调整的中心化拟合优度指标,给出并证明了它们各自的特点,得出结论:调整的中心化拟合优度指标是最佳的指标。
关键词 ols 拟合优度指标 FWL定理
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基于因变量均值的OLS研究
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作者 龚辉锋 《沈阳大学学报》 CAS 2010年第5期1-5,共5页
对普通最小二乘法进行了改进,提出了基于因变量均值的最小二乘法.用实例证明了改进的模型更好地满足了回归分析的假设条件,降低了一元线性回归模型的估计误差,提高了模型的估计精度和拟合优度,提高了统计推断的质量.
关键词 因变量 均值 普通最小二乘法 一元线性回归模型
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改进的OLS算法选择RBFNN中心的方法 被引量:1
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作者 郑明文 《计算机工程与应用》 CSCD 北大核心 2009年第25期52-54,97,共4页
提出了一种优化选择径向基神经网络数据中心的算法,该算法结合了Kohonen网络的模式分类能力,将初步分类结果用做RBFNN的初始数据中心,然后采用OLS算法进行优化选择,对比仿真实验表明该算法效果比单独使用OLS算法生成的RBFNN性能更好。
关键词 RBF神经网络(RBFNN) 数据中心 KOHONEN 网络 正交最小二乘法
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Estimating Weibull Parameters Using Least Squares and Multilayer Perceptron vs. Bayes Estimation 被引量:1
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作者 Walid Aydi Fuad S.Alduais 《Computers, Materials & Continua》 SCIE EI 2022年第5期4033-4050,共18页
The Weibull distribution is regarded as among the finest in the family of failure distributions.One of the most commonly used parameters of the Weibull distribution(WD)is the ordinary least squares(OLS)technique,which... The Weibull distribution is regarded as among the finest in the family of failure distributions.One of the most commonly used parameters of the Weibull distribution(WD)is the ordinary least squares(OLS)technique,which is useful in reliability and lifetime modeling.In this study,we propose an approach based on the ordinary least squares and the multilayer perceptron(MLP)neural network called the OLSMLP that is based on the resilience of the OLS method.The MLP solves the problem of heteroscedasticity that distorts the estimation of the parameters of the WD due to the presence of outliers,and eases the difficulty of determining weights in case of the weighted least square(WLS).Another method is proposed by incorporating a weight into the general entropy(GE)loss function to estimate the parameters of the WD to obtain a modified loss function(WGE).Furthermore,a Monte Carlo simulation is performed to examine the performance of the proposed OLSMLP method in comparison with approximate Bayesian estimation(BLWGE)by using a weighted GE loss function.The results of the simulation showed that the two proposed methods produced good estimates even for small sample sizes.In addition,the techniques proposed here are typically the preferred options when estimating parameters compared with other available methods,in terms of the mean squared error and requirements related to time. 展开更多
关键词 Weibull distribution maximum likelihood ordinary least squares MLP neural network weighted general entropy loss function
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基于OLS和模糊RBF网络的比例阀参数估计
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作者 张卫东 方义敏 张弓 《机床与液压》 北大核心 2009年第7期72-75,共4页
针对电液比例阀运行过程中参数不易直接测量的难题,提出两种常用的参数估计方法,一般最小二乘法和模糊RBF网络法,用来估算电液比例阀的弹簧刚度。估计结果与实际结果相差不大,最大相对误差不超过8%,表明该方法是可行的。
关键词 电液比例阀 参数估计 弹簧刚度 一般最小二乘法 模糊RBF网络
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基于OLS-RBF神经网络的指挥信息系统效能评估 被引量:4
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作者 李张元 赵忠文 《指挥控制与仿真》 2018年第4期66-69,共4页
针对指挥信息系统评估体系中存在的不准确、不完善的问题,提出了一种基于OLS-RBF神经网络的指挥信息系统的评估方法。利用RBF神经网络结构简单、收敛速度快、逼近精度高的优点,同时弱化了人为因素对评估过程的影响,使评估模型结构更加合... 针对指挥信息系统评估体系中存在的不准确、不完善的问题,提出了一种基于OLS-RBF神经网络的指挥信息系统的评估方法。利用RBF神经网络结构简单、收敛速度快、逼近精度高的优点,同时弱化了人为因素对评估过程的影响,使评估模型结构更加合理,评估结果更加准确。仿真结果表明,与其他方法相比,基于RBF神经网络的作战指挥信息系统模型结果的误差更小,与真实值更加接近。此外,RBF神经网络还可以广泛应用于其他模型的预测,能收到较好的效果。 展开更多
关键词 RBF神经网络 正交最小二乘法 指挥信息系统 效能评估
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均方误差意义下AUGR估计与GR估计及OLS估计的效率比较
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作者 刘彬 《西南大学学报(自然科学版)》 CAS CSCD 北大核心 2007年第9期34-36,共3页
在均方误差意义下,从均方误差的结构出发,从局部的角度比较了几乎无偏广义岭估计与广义岭估计、几乎无偏广义岭估计与最小二乘估计,给出了几乎无偏广义岭估计优于广义岭估计以及几乎无偏广义岭估计优于最小二乘估计的充分条件.
关键词 几乎无偏广义岭估计 广义岭估计 最小二乘估计 均方误差
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基于Kohonen网络和OLS算法的RBFNN中心选择方法
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作者 郑明文 《微型电脑应用》 2008年第9期10-13,4,共4页
提出了一种优化选择径向基神经网络数据中心的算法,该算法结合了Kohonen网络的模式分类能力,将初步分类结果用作RBFNN的初始数据中心,然后采用OLS算法进行优化,对比仿真实验表明该算法效果比单独使用OLS算法生成的RBFNN性能更好。
关键词 RBFNN 径向基中心 KOHONEN网络 ols方法
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The Effect of Foreign Direct Investment on Air Pollution in the Economic Community of West African States region: What Influence Does Tax Expenditure Have?
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作者 Symphorien Zogbassè Ahouidji Tanguy Agbokpanzo +2 位作者 Kuessi Prince Houssou Tiburce André Agbidinoukoun Alastaire Sèna Alinsato 《Journal of Environmental Protection》 2023年第11期903-918,共16页
Air pollution is one of the crucial environmental challenges facing the countries of the Economic Community of West African States (ECOWAS). The objective of this paper is to examine the effect of an attractive tax po... Air pollution is one of the crucial environmental challenges facing the countries of the Economic Community of West African States (ECOWAS). The objective of this paper is to examine the effect of an attractive tax policy on the relationship between Foreign Direct Investment (FDI) and air pollution in ECOWAS region over the period 2000 to 2019. By using the Ordinary Least Squares (OLS) method and panel data analyses (fixed effects and random effects), the results show that, in general, FDI does not have a significant effect on air pollution in the region. However, closer analysis reveals that an interaction between FDI and an attractive tax policy has a negative effect on air quality, leading to an increase in air pollution. Thus, companies attracted by tax incentives may not meet rigorous environmental standards. These results highlight the importance for policymakers to balance economic incentives with environmental protection in ECOWAS. Attractive tax policies can stimulate investment, but they must be designed in a way that encourages environmentally friendly practices, thereby helping to improve air quality in the region. 展开更多
关键词 Air Pollution Foreign Direct Investment Attractive Tax Policy ordinary Least squares Rendom Effects
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中国水资源利用效率及影响因素研究 被引量:1
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作者 李可柏 陶军 卢慧 《水力发电学报》 CSCD 北大核心 2024年第1期11-23,共13页
本文研究中国省际用水效率及影响因素,为节水型社会建设提供参考。采用改进的数据包络分析模型测算2015—2020年各地区用水效率;对比普通最小二乘回归结果,进一步利用分位数回归探究影响因素对不同等级用水效率的影响。结果显示:全国平... 本文研究中国省际用水效率及影响因素,为节水型社会建设提供参考。采用改进的数据包络分析模型测算2015—2020年各地区用水效率;对比普通最小二乘回归结果,进一步利用分位数回归探究影响因素对不同等级用水效率的影响。结果显示:全国平均用水效率在0.45左右波动,呈现倒“U”型趋势。区域用水效率由高至低依次为东部、中部和西部。自然因素、经济发展水平、可持续利用水平、科技进步、人文素养和企业成本对用水效率具有显著影响。其中,水资源禀赋对低用水效率地区的影响显著,而对中、高用水效率地区的影响并不显著,这与“资源诅咒”假说不同。因此,中国用水效率还有较大提升空间,特别是低用水效率地区的改善空间和可选方法最为丰富。 展开更多
关键词 水资源利用 影响因素 数据包络分析模型 普通最小二乘回归 分位数回归
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空间多观测样本的地理加权回归模型
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作者 栗春晓 李芙蓉 《中国海洋大学学报(自然科学版)》 CAS CSCD 北大核心 2024年第1期156-164,共9页
地理加权回归(GWR)以及GWR改进模型无法处理空间点上多个观测样本的情况,本文对GWR进行了拓展,构建了一种可以处理多观测样本的地理加权回归模型(MRGWR)。MRGWR在估计回归系数时,充分利用了回归关系在邻近点上具有相似性的特点,对邻近... 地理加权回归(GWR)以及GWR改进模型无法处理空间点上多个观测样本的情况,本文对GWR进行了拓展,构建了一种可以处理多观测样本的地理加权回归模型(MRGWR)。MRGWR在估计回归系数时,充分利用了回归关系在邻近点上具有相似性的特点,对邻近空间点的观测样本施加不同权重。通过数值实验评估了MRGWR的估计性能,并与普通最小二乘回归和GWR模型进行了比较。采用MRGWR模型探究了物理海洋学中海洋中尺度涡旋热反馈问题,揭示了北太平洋中尺度海面净热通量异常对中尺度海面温度(SST)异常的响应关系。研究结果表明,中尺度海面净热通量异常对中尺度SST异常的响应关系存在显著的季节和空间变化。 展开更多
关键词 变系数回归 多观测样本 普通最小二乘回归 地理加权回归 中尺度涡旋热反馈
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基于正交最小二乘的声源高分辨识别定位方法研究
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作者 丁林宁 魏明洋 康雅聪 《传感器与微系统》 CSCD 北大核心 2024年第5期39-42,46,共5页
针对小孔径平面阵下的低频相干源定位分辨率低的问题,提出一种基于正交最小二乘(OLS)的协方差拟合定位法。首先,将OLS运用到协方差拟合成本函数中;然后,利用OLS能在迭代识别源时能逐渐减少点扩散函数(PSF)分量影响的特点,在每次迭代后,... 针对小孔径平面阵下的低频相干源定位分辨率低的问题,提出一种基于正交最小二乘(OLS)的协方差拟合定位法。首先,将OLS运用到协方差拟合成本函数中;然后,利用OLS能在迭代识别源时能逐渐减少点扩散函数(PSF)分量影响的特点,在每次迭代后,利用当前源信息重新校正先前识别源,并通过指数参数提高声源选择标准以缩减各声源主瓣宽度提高空间分辨率。仿真和试验表明,所提方法显著降低了声源间距固定的双相干声源可分辨的最低频率。 展开更多
关键词 传声器阵列 声源定位 正交最小二乘 协方差矩阵
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A Bayesian Quantile Regression Analysis of Potential Risk Factors for Violent Crimes in USA 被引量:1
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作者 Ming Wang Lijun Zhang 《Open Journal of Statistics》 2012年第5期526-533,共8页
Bayesian quantile regression has drawn more attention in widespread applications recently. Yu and Moyeed (2001) proposed an asymmetric Laplace distribution to provide likelihood based mechanism for Bayesian inference ... Bayesian quantile regression has drawn more attention in widespread applications recently. Yu and Moyeed (2001) proposed an asymmetric Laplace distribution to provide likelihood based mechanism for Bayesian inference of quantile regression models. In this work, the primary objective is to evaluate the performance of Bayesian quantile regression compared with simple regression and quantile regression through simulation and with application to a crime dataset from 50 USA states for assessing the effect of potential risk factors on the violent crime rate. This paper also explores improper priors, and conducts sensitivity analysis on the parameter estimates. The data analysis reveals that the percent of population that are single parents always has a significant positive influence on violent crimes occurrence, and Bayesian quantile regression provides more comprehensive statistical description of this association. 展开更多
关键词 BAYESIAN QUANTILE Regression Asymmetric LAPLACE Distribution IMPROPER PRIORS Sensitivity ordinary Least squarE
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Generalized Minimum Perpendicular Distance Square Method of Estimation
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作者 Rezaul Karim Morshed Alam +1 位作者 M. M. H. Chowdhury Forhad Hossain 《Applied Mathematics》 2012年第12期1945-1949,共5页
In case of heteroscedasticity, a Generalized Minimum Perpendicular Distance Square (GMPDS) method has been suggested instead of traditionally used Generalized Least Square (GLS) method to fit a regression line, with a... In case of heteroscedasticity, a Generalized Minimum Perpendicular Distance Square (GMPDS) method has been suggested instead of traditionally used Generalized Least Square (GLS) method to fit a regression line, with an aim to get a better fitted regression line, so that the estimated line will be closest one to the observed points. Mathematical form of the estimator for the parameters has been presented. A logical argument behind the relationship between the slopes of the lines and has been placed. 展开更多
关键词 HETEROSCEDASTICITY ordinary Least squarE METHOD Minimum PERPENDICULAR DISTANCE squarE METHOD GENERALIZED Least squarE METHOD
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GIS-Based Local Spatial Statistical Model of Cholera Occurrence: Using Geographically Weighted Regression
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作者 Felix Ndidi Nkeki Animam Beecroft Osirike 《Journal of Geographic Information System》 2013年第6期531-542,共12页
Global statistical techniques often assume homogeneity of relationships between dependent variable and predictors across space. This assumption has been criticized by statistical geographers as a fundamental weakness ... Global statistical techniques often assume homogeneity of relationships between dependent variable and predictors across space. This assumption has been criticized by statistical geographers as a fundamental weakness that may yield misleading result when it is applied to dataset with spatial context. To strengthen this weakness, a new method that accounts for heterogeneity in relationships across geographic space has been presented. This is one of the family of local spatial statistical techniques referred to as geographically weighted regression (GWR). The method captures non-stationarity of relationship in spatial data that the ordinary least square (OLS) regression fails to account for. Thus, the paper is designed to explore and analyze the spatial relationships between cholera occurrence and household sources of water supply using GIS-based GWR, also to compare the modeling fitness of OLS and GWR. Vector dataset (spatial) of the study region by state levels and statistical data (non-spatial) on cholera cases, household sources of water supply and population data were used in this exploratory analysis. The result shows that GWR is a significant improvement on the global model. Comparing both models with the AICc value and the R2 value revealed that for the former, the value is reduced from 698.7 (for OLS model) to 691.5 (for GWR model). For the latter, OLS explained 66.4 percent while GWR explained 86.7 percent. This implies that local model’s fitness is higher than global model. In addition, the empirical analysis revealed that cholera occurrence in the study region is significantly associated with household sources of water supply. This relationship, as detected by GWR, largely varies across the region. 展开更多
关键词 LOCAL STATISTICS Global STATISTICS Geographically Weighted Regression CHolERA ordinary Least squarE
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Accuracy of Stream Habitat Interpolations Across Spatial Scales
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作者 Kenneth R. Sheehan Stuart A. Welsh 《Journal of Geographic Information System》 2013年第6期602-612,共11页
Stream habitat data are often collected across spatial scales because relationships among habitat, species occurrence, and management plans are linked at multiple spatial scales. Unfortunately, scale is often a factor... Stream habitat data are often collected across spatial scales because relationships among habitat, species occurrence, and management plans are linked at multiple spatial scales. Unfortunately, scale is often a factor limiting insight gained from spatial analysis of stream habitat data. Considerable cost is often expended to collect data at several spatial scales to provide accurate evaluation of spatial relationships in streams. To address utility of single scale set of stream habitat data used at varying scales, we examined the influence that data scaling had on accuracy of natural neighbor predictions of depth, flow, and benthic substrate. To achieve this goal, we measured two streams at gridded resolution of 0.33 × 0.33 meter cell size over a combined area of 934 m2 to create a baseline for natural neighbor interpolated maps at 12 incremental scales ranging from a raster cell size of 0.11 m2 to 16 m2. Analysis of predictive maps showed a logarithmic linear decay pattern in RMSE values in interpolation accuracy for variables as resolution of data used to interpolate study areas became coarser. Proportional accuracy of interpolated models (r2) decreased, but it was maintained up to 78% as interpolation scale moved from 0.11 m2 to 16 m2. Results indicated that accuracy retention was suitable for assessment and management purposes at various scales different from the data collection scale. Our study is relevant to spatial modeling, fish habitat assessment, and stream habitat management because it highlights the potential of using a single dataset to fulfill analysis needs rather than investing considerable cost to develop several scaled 展开更多
关键词 Natural NEIGHBOR Interpolation RESIDUALS ordinary Least squares STREAM Modeling HABITAT BENTHIC Substrate
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Factors Affecting Teff (Eragrostis tef) Market Supply in Woliso and Becho Districts of South West Shoa Zone Oromia Regional State, Ethiopia
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作者 Hasen Deksiso Getahun Gebru 《Agricultural Sciences》 2022年第4期555-565,共11页
This study was aimed to analyze teff (Eragrostis tef) market chain in south west Shoa zone with objective of factors affecting teff market supply using two stage ordinary least square approaches. The majority of Ethio... This study was aimed to analyze teff (Eragrostis tef) market chain in south west Shoa zone with objective of factors affecting teff market supply using two stage ordinary least square approaches. The majority of Ethiopia’s population earns its livelihood primarily from agriculture. Cereals teff is the first in Ethiopia area coverage and production. Teff (Eragrostis tef) is a major staple food crop in Ethiopia. Both primary and secondary data were used in this study. Primary data was collected from 138 sampled farmers and 38 traders from both districts by using semi-structured interview. The OLS (ordinary least square) model results showed that seven explanatory variables significantly affected the quantity of teff supplied to the market supplied by smallholder producers. Age, education level and current market price were negatively and significantly affecting teff market supply. Distance to the nearest market, farm size, perception and quantity produced were positively and significantly influencing marketed supply of teff. Policy implications that were to take place highly recommendation those are relevant to improve teff marketing system in the study area which indicated production and market orientation were set based on the significant variables and raised problems by the stakeholders. To improve market supply of teff in the study area resolving the prevailing production problems deems a necessary condition. 展开更多
关键词 Market Supply ordinary Least square Teff Woliso Becho District
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