A new statistic for regression transformation
A new statistic for testing a regression transformation is proposed based on a result of Yang (1999). This statistic is shown to be stable, having a null distribution almost independent of model type and parameter values, accurate and easy to implement. The statistic is of the Wald-type and thus is...
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2000
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| Online Access: | https://ink.library.smu.edu.sg/soe_research/2153 https://ink.library.smu.edu.sg/context/soe_research/article/3153/viewcontent/Yang_Test_Regression.pdf |
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| Institution: | Singapore Management University |
| Language: | English |