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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Institutional Knowledge at Singapore Management University
2003
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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 |
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Singapore Management University |
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SMU Libraries |
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Singapore Singapore |
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| topic |
Profile score function Expected information Observed information Distributional properties Econometrics |
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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 |