Some Alternatives to the Box-Cox Regression Model

DOI10.2307/2527151MaRDI QIDQ4031389zbMATH OpenOpenAlexFDO

Authors Jeffrey M. Wooldridge

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

zbMATH Keywords

functional formconditional variancescale invariantmisspecificationsnonnegative variablesexclusion restrictionsBox-Cox regression modelestimators of the conditional mean functionreciprocal modelsrobust Lagrange multiplier statisticsscale invariant \(t\)-statistics

Mathematics Subject Classification ID

General nonlinear regression (62J02) Applications of statistics to economics (62P20)

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Cited in

(11)

• 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
• Estimation of average marginal effects in multiplicative unobserved effects panel models
• A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators
• COMPUTING MARGINAL EFFECTS IN THE BOX–COX MODEL
• Convenient links for the estimation of hedonic price indexes: the case of unique, infrequently traded assets
• An updated review of goodness-of-fit tests for regression models
• Distribution-free estimation of the Box-Cox regression model with censoring
• Parametric Nonlinear Regression with Endogenous Switching
• Dif-in-dif estimators of multiplicative treatment effects

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