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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Main Author: YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 1998
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Online Access:https://ink.library.smu.edu.sg/soe_research/134
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Institution: Singapore Management University
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spelling 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
institution Singapore Management University
building SMU Libraries
continent Asia
country Singapore
Singapore
content_provider SMU Libraries
collection InK@SMU
language English
topic Econometrics
spellingShingle 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
author_sort 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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