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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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2015
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/1636 https://ink.library.smu.edu.sg/context/soe_research/article/2635/viewcontent/SpecTestTansformationModelsGAFT_20130501.pdf |
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| Institution: | Singapore Management University |
| Language: | English |