A score test for Box-Cox functional form

DOI10.1016/S0165-1765(02)00294-XzbMath1255.62042MaRDI QIDQ1925986

Zhenlin Yang, Tilak Abeysinghe

Publication date: 27 December 2012

Published in: Economics Letters (Search for Journal in Brave)

zbMATH Keywords

distributional propertiesexpected informationobserved informationprofile score function

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03)

Related Items (4)

Tests of transformation in nonlinear regression ⋮ A note on variable addition tests for linear and log-linear models ⋮ The score test for the two‐sample occupancy model ⋮ Generalized LM tests for functional form and heteroscedasticity

Cites Work

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• An explicit variance formula for the Box--Cox functional form estimator.
• The score statistic for regression transformation

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