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:	YANG, Zhenlin, Abeysinghe, Tilak
Format:	text
Language:	English
Published:	Institutional Knowledge at Singapore Management University 2003
Subjects:	Profile score function Expected information Observed information Distributional properties Econometrics
Online Access:	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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Institution:	Singapore Management University
Language:	English

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spelling	sg-smu-ink.soe_research-11642018-05-07T03:01:10Z A Score Test for Box-Cox Functional Form YANG, Zhenlin Abeysinghe, Tilak 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. 2003-04-01T08:00:00Z text application/pdf https://ink.library.smu.edu.sg/soe_research/165 info:doi/10.1016/s0165-1765(02)00294-x https://ink.library.smu.edu.sg/context/soe_research/article/1164/viewcontent/ScoreTest_Box_Cox_2003.pdf http://creativecommons.org/licenses/by-nc-nd/4.0/ Research Collection School Of Economics eng Institutional Knowledge at Singapore Management University Profile score function Expected information Observed information Distributional properties Econometrics
institution	Singapore Management University
building	SMU Libraries
continent	Asia
country	Singapore Singapore
content_provider	SMU Libraries
collection	InK@SMU
language	English
topic	Profile score function Expected information Observed information Distributional properties Econometrics
spellingShingle	Profile score function Expected information Observed information Distributional properties Econometrics YANG, Zhenlin Abeysinghe, Tilak A Score Test for Box-Cox Functional Form
description	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.
format	text
author	YANG, Zhenlin Abeysinghe, Tilak
author_facet	YANG, Zhenlin Abeysinghe, Tilak
author_sort	YANG, Zhenlin
title	A Score Test for Box-Cox Functional Form
title_short	A Score Test for Box-Cox Functional Form
title_full	A Score Test for Box-Cox Functional Form
title_fullStr	A Score Test for Box-Cox Functional Form
title_full_unstemmed	A Score Test for Box-Cox Functional Form
title_sort	score test for box-cox functional form
publisher	Institutional Knowledge at Singapore Management University
publishDate	2003
url	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
_version_	1770569045045673984

A Score Test for Box-Cox Functional Form

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