Tests of transformation in nonlinear regression

DOI10.1016/j.econlet.2004.03.010zbMath1255.62192OpenAlexW2127065044MaRDI QIDQ1927569

Gemai Chen, Zhenlin Yang

Publication date: 1 January 2013

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

Full work available at URL: https://doi.org/10.1016/j.econlet.2004.03.010

zbMATH Keywords

Box-Cox transformationLagrange multiplier test

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) General nonlinear regression (62J02)

Cites Work

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• Small sample properties of alternative forms of the Lagrange multiplier test
• Misspecification tests and their uses in econometrics
• A score test for Box-Cox functional form
• The score statistic for regression transformation
• Testing the Error Specification in Nonlinear Regression