Some Alternatives to the Box-Cox Regression Model
From MaRDI portal
Publication:4031389
DOI10.2307/2527151zbMath0781.62100OpenAlexW1983940325MaRDI QIDQ4031389
Publication date: 1 April 1993
Published in: International Economic Review (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1721.1/64292
conditional variancefunctional formscale invariantmisspecificationsnonnegative variablesexclusion restrictionsBox-Cox regression modelestimators of the conditional mean functionreciprocal modelsrobust Lagrange multiplier statisticsscale invariant \(t\)-statistics
Related Items (9)
A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators ⋮ Parametric Nonlinear Regression with Endogenous Switching ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Estimation of average marginal effects in multiplicative unobserved effects panel models ⋮ COMPUTING MARGINAL EFFECTS IN THE BOX–COX MODEL ⋮ Dif-in-dif estimators of multiplicative treatment effects ⋮ Count Data Models with Correlated Unobserved Heterogeneity ⋮ Box–Cox power transformation unconditional quantile regressions with an application on wage inequality ⋮ Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses
This page was built for publication: Some Alternatives to the Box-Cox Regression Model