Testing linear and loglinear error components regressions against Box-Cox alternatives

DOI10.1016/S0167-7152(96)00110-1zbMath0901.62029MaRDI QIDQ1380565

Badi H. Batalgi

Publication date: 3 December 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Box-Cox transformationerror componentsLagrange multiplier testsdouble-length regressions

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12)

Related Items (3)

Testing a linear dynamic panel data model against nonlinear alternatives ⋮ Double-length regressions for linear and log-linear regressions with AR(1) disturbances ⋮ Asymptotics and bootstrap for random-effects panel data transformation models

Cites Work

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• Maximum likelihood estimation of random effects models
• Estimation of linear models with crossed-error structure
• Model Specification Tests Based on Artificial Linear Regressions
• Testing Linear and Log-Linear Regressions for Functional Form

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