becsülhetséget

Becsülhetség, also known as estimability, is a concept in statistics and econometrics that refers to the ability to estimate a parameter or a function of parameters from a given set of data. A parameter is estimable if there exists an unbiased estimator for it, meaning that the expected value of the estimator is equal to the true value of the parameter.

Estimability is a crucial property in the design of experiments and surveys, as it ensures that the parameters of interest can be accurately estimated from the collected data. In experimental design, estimability is often used to determine the optimal allocation of resources, such as the number of replicates or the treatment combinations, to achieve the desired precision in the estimates.

In econometrics, estimability is closely related to the concept of identification, which refers to the ability to uniquely determine the parameters of a model from the observed data. A parameter is identified if it is estimable and the estimator is consistent, meaning that it converges to the true value of the parameter as the sample size increases.

The concept of estimability is also relevant in the analysis of missing data, where it is used to determine whether the parameters of interest can be estimated from the available data, despite the presence of missing values. In such cases, estimability depends on the pattern of missingness and the assumptions made about the missing data mechanism.

In summary, estimability is a fundamental property in statistics and econometrics that ensures the ability to estimate parameters or functions of parameters from a given set of data. It plays a crucial role in the design of experiments and surveys, the identification of econometric models, and the analysis of missing data.