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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Institutional Knowledge at Singapore Management University
1998
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sg-smu-ink.soe_research-11332010-09-23T05:48:03Z On Robustness of Usual Confidence Region under Transformation Misspecification YANG, Zhenlin 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. 1998-01-01T08:00:00Z text https://ink.library.smu.edu.sg/soe_research/134 info:doi/10.1080/00949659808811908 Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Econometrics |
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Econometrics YANG, Zhenlin On Robustness of Usual Confidence Region under Transformation Misspecification |
description |
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. |
format |
text |
author |
YANG, Zhenlin |
author_facet |
YANG, Zhenlin |
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YANG, Zhenlin |
title |
On Robustness of Usual Confidence Region under Transformation Misspecification |
title_short |
On Robustness of Usual Confidence Region under Transformation Misspecification |
title_full |
On Robustness of Usual Confidence Region under Transformation Misspecification |
title_fullStr |
On Robustness of Usual Confidence Region under Transformation Misspecification |
title_full_unstemmed |
On Robustness of Usual Confidence Region under Transformation Misspecification |
title_sort |
on robustness of usual confidence region under transformation misspecification |
publisher |
Institutional Knowledge at Singapore Management University |
publishDate |
1998 |
url |
https://ink.library.smu.edu.sg/soe_research/134 |
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1770569053494050816 |