A note on variable addition tests for linear and log-linear models

DOI10.1016/J.ECONLET.2006.11.018MaRDI QIDQ1934076zbMATH OpenOpenAlexFDO

Authors L. G. Godfrey, J. M. C. Santos Silva

Publication date 28 January 2013

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2006.11.018

zbMATH Keywords

instrumental variablesBox-Cox transformationinternal instruments

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12)

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Cites work

• scientific article; zbMATH DE number 3980333 (Why is no real title available?)
• scientific article; zbMATH DE number 4123086 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• scientific article; zbMATH DE number 3287335 (Why is no real title available?)
• A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator
• A note on the selection of data transformations
• A score test for Box-Cox functional form
• ANALYTICAL POWER COMPARISONS OF NESTED AND NONNESTED TESTS FOR LINEAR AND LOGLINEAR REGRESSION MODELS
• Alternative procedures and associated tests of significance for non- nested hypotheses
• Bootstrap Tests of Nonnested Hypotheses: Some Further Results
• Misspecification tests and their uses in econometrics
• Testing Linear and Log-Linear Regressions for Functional Form
• Tests for model specification in the presence of alternative hypotheses
• The Estimation of Transformation Models
• The nonlinear limited-information maximum-likelihood estimator and the modified nonlinear two-stage least-squares estimator
• The nonlinear two-stage least-squares estimator

Cited in

(5)

• An application of the Kiefer-Wolfowitz equivalence theorem to ANOVA models with additive regression
• An optimal test for the additive model with discrete or categorical predictors
• Predicting body fat using weight–height indices
• A NOTE ON MULTIVARIATE LINEAR MODELS WITH NON-ADDITIVITY
• A note on adding and deleting edges in hierarchical log-linear models

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