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

• المؤلفون الرئيسيون: YANG, Zhenlin, WU, Eden Ka-Ho, DESMOND, Anthony F.
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2008
• الموضوعات: Box-Cox transformation; confidence interval; marginal effect; percentile function; robustnesssurvivor function; test; variance inflation factor; Econometrics
• الوصول للمادة أونلاين: 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
• المؤسسة: Singapore Management University

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...