Transforming the Dependent Variable in Regression Models

DOI10.2307/2526842MaRDI QIDQ3497101zbMATHOpenAlexFDO

Authors James G. Mackinnon, Lonnie Magee

Publication date 1990

Published in International Economic Review (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/2526842

zbMATH Keywords

Lagrange multiplier testsMonte Carlo resultsRESET testhypothesis of no dependent variable transformationscale-invariant family of transformations

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

Recommendations

• Variable selection and transformation in linear regression models
• scientific article; zbMATH DE number 889601
• scientific article; zbMATH DE number 42417
• Transformations in Regression: A Robust Analysis
• Regression estimation with transformed auxiliary variates
• Differencing transformations and inference in predictive regression models
• Estimation From Transformed Data Under the Linear Regression Model

Cited in

(15)

• Some Alternatives to the Box-Cox Regression Model
• scientific article; zbMATH DE number 42417 (Why is no real title available?)
• Inference for general parametric functions in box-Cox-type transformation models
• Estimation of fully nonparametric transformation models
• Estimation of a semiparametric transformation model: a novel approach based on least squares minimization
• Goodness-of-fit tests in semiparametric transformation models using the integrated regression function
• Improved density and distribution function estimation
• Inference on transformed stationary time series
• Optimal choice of IHS-type of transformations for log-linear modeling
• Scale equivariance and the Box-Cox transformation
• Generalized LM tests for functional form and heteroscedasticity
• A concave log-like transformation allowing non-positive values
• Testing normality: a GMM approach
• Arch model with Box-Cox transformed dependent variable
• scientific article; zbMATH DE number 3938330 (Why is no real title available?)

This page was built for publication: Transforming the Dependent Variable in Regression Models

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3497101)