Estimating a transformation and its effect on Box-Cox T-ratio
This article concerns i) the stochastic behavior of the Box-Cox transformation estimator and ii) the effect of estimating a transformation on the Box-CoxT-ratio used for the post-transformation analysis. It is shown that the transformation estimator depends on three factors: the model structure, the...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
1999
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/2152 https://ink.library.smu.edu.sg/context/soe_research/article/3152/viewcontent/Yang_Test_Box_Cox.pdf |
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| Institution: | Singapore Management University |
| Language: | English |