Confidence Intervals Following Box-Cox Transformation
What is the interpretation of a confidence interval following estimation of a Box-Cox transformation parameter ?? Several authors have argued that confidence intervals for linear model parameters ? can be constructed as if ? were known in advance, rather than estimated, provided the estimand is inte...
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Main Authors: | , |
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Format: | text |
Language: | English |
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Institutional Knowledge at Singapore Management University
1997
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Online Access: | https://ink.library.smu.edu.sg/soe_research/296 |
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Institution: | Singapore Management University |
Language: | English |