A Monte Carlo Investigation of the Box-Cox Transformation in Small Samples
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Publication:4167399
DOI10.2307/2286587zbMath0386.62023OpenAlexW4244768576MaRDI QIDQ4167399
Publication date: 1978
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2286587
Related Items (7)
Small sample properties of the two-step and three-step estimators in a heteroscedastic linear regression model and the Bayesian alternative ⋮ Testing of functional forms of regressions with lagged dependent variable and autocorrelated errors ⋮ Model Selection When a Key Parameter is Constrained to be in an Interval ⋮ A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator ⋮ Estimating Variance Components and Random Effects Using the Box-Cox Transformation in the Linear Mixed Model ⋮ On the use of sampling weights when estimating regression models with survey data ⋮ The influence curve approach in data envelopment analysis
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