A Score Test for Box-Cox Functional Form
This paper presents two score tests to determine a value for the Box-Cox transformation parameter. The test based on expected information performs better in small samples and is computationally simpler than the one based on observed information; therefore, the former is recommended.
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| Main Authors: | , |
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| 格式: | text |
| 語言: | English |
| 出版: |
Institutional Knowledge at Singapore Management University
2003
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| 主題: | |
| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/165 https://ink.library.smu.edu.sg/context/soe_research/article/1164/viewcontent/ScoreTest_Box_Cox_2003.pdf |
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| 總結: | This paper presents two score tests to determine a value for the Box-Cox transformation parameter. The test based on expected information performs better in small samples and is computationally simpler than the one based on observed information; therefore, the former is recommended. |
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