Specification testing for transformation models with an application to generalized accelerated failure-time models

Specification testing for transformation models with an application to generalized accelerated failure-time models

This paper provides a nonparametric test of the specification of a transformation model. Specifically, we test whether an observable outcome Y is monotonic in the sum of a function of observable covariates X plus an unobservable error U. Transformation models of this form are commonly assumed in eco...

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書目詳細資料
Main Authors:	LEWBEL, Arthur, LU, Xun, SU, Liangjun
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2015
主題:	Additivity Control variable Endogenous variable Monotonicity Nonparametric nonseparable model Hazard model Specification test Transformation model Unobserved heterogeneity Econometrics Economics
在線閱讀:	https://ink.library.smu.edu.sg/soe_research/1636 https://ink.library.smu.edu.sg/context/soe_research/article/2635/viewcontent/SpecTestTansformationModelsGAFT_20130501.pdf
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!
機構:	Singapore Management University
語言:	English

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