Specification Testing for Transformation Models
Consider a nonseparable model Y=R(X,U) where Y and X are observed, while U is unobserved and conditionally independent of X. This paper provides the first nonparametric test of whether R takes the form of a transformation model, meaning that Y is monotonic in the sum of a function of X plus a functi...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2014
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1489 https://ink.library.smu.edu.sg/context/soe_research/article/2488/viewcontent/Specification_Testing_for_Transformation_Models_2014_wp.pdf |
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| Institution: | Singapore Management University |
| Language: | English |