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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Bibliographic Details
Main Authors: Hooper, P. M., YANG, Zhenlin
Format: text
Language:English
Published: 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

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