Inference for General Parametric Functions in Box-Cox-Type Transformation Models

Inference for General Parametric Functions in Box-Cox-Type Transformation Models

The authors propose a simple but general method of inference for a parametric function of the Box-Cox-type transformation model. Their approach is built upon the classical normal theory but takes parameter estimation into account. It quickly leads to test statistics and confidence intervals for a li...

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Bibliographic Details
Main Authors: YANG, Zhenlin, WU, Eden Ka-Ho, DESMOND, Anthony F.
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2008
Subjects:
Box-Cox transformation
confidence interval
marginal effect
percentile function
robustnesssurvivor function
test
variance inflation factor
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/297
https://ink.library.smu.edu.sg/context/soe_research/article/1296/viewcontent/YangEtAl_CJS_2008at.pdf
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/297
https://ink.library.smu.edu.sg/context/soe_research/article/1296/viewcontent/YangEtAl_CJS_2008at.pdf

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