Tests of Transformation in Nonlinear Regression
This paper presents three versions of the Lagrange multiplier (LM) tests of transformation in nonlinear regression: (i) LM test based on expected information, (ii) LM test based on Hessian, and (iii) the LM test based on gradient. All three tests can be easily implemented through a nonlinear least s...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2004
|
| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/176 https://ink.library.smu.edu.sg/context/soe_research/article/1175/viewcontent/YangChen_2004_Tests_Transformation_NLR.pdf |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Singapore Management University |
| Language: | English |