On Robustness of Usual Confidence Region under Transformation Misspecification
Studies robustness of confidence region for linear model parameters following a misspecified transformation of dependent variable. Confidence region after transformation specification; Effect of a priori misspecification of a transformation; Effect of data-based misspecification of a transformation.
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
1998
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/134 |
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| Institution: | Singapore Management University |
| Language: | English |
| Summary: | Studies robustness of confidence region for linear model parameters following a misspecified transformation of dependent variable. Confidence region after transformation specification; Effect of a priori misspecification of a transformation; Effect of data-based misspecification of a transformation. |
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