COMPUTING MARGINAL EFFECTS IN THE BOX–COX MODEL

DOI10.1081/ETC-120015789zbMath1033.62019OpenAlexW2012731482MaRDI QIDQ4443968

Jason Abrevaya

Publication date: 2002

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/etc-120015789

zbMATH Keywords

Box-Cox modelmarginal effects

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Point estimation (62F10)

Related Items (3)

AN EQUIVALENCE RESULT FOR VC CLASSES OF SETS ⋮ A semiparametric derivative estimator in log transformation models ⋮ Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses

Cites Work

• A comparison of the Box-Cox maximum likelihood estimator and the non- linear two-stage least squares estimator
• Smearing Estimate: A Nonparametric Retransformation Method
• An Analysis of Transformations Revisited
• Some Alternatives to the Box-Cox Regression Model
• A Note on the Interpretation of Regression Coefficients within a Class of Truncated Distributions

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