Transforming the Dependent Variable in Regression Models

DOI10.2307/2526842zbMath0711.62104OpenAlexW2093168507MaRDI QIDQ3497101

James G. MacKinnon, Lonnie Magee

Publication date: 1990

Published in: International Economic Review (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2526842

zbMATH Keywords

Monte Carlo resultsLagrange multiplier testsRESET testhypothesis of no dependent variable transformationscale-invariant family of transformations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05)

Related Items (9)

Inference on transformed stationary time series ⋮ Scale equivariance and the Box-Cox transformation ⋮ Goodness-of-fit tests in semiparametric transformation models using the integrated regression function ⋮ Generalized LM tests for functional form and heteroscedasticity ⋮ Inference for general parametric functions in box-Cox-type transformation models ⋮ Estimation of a semiparametric transformation model: a novel approach based on least squares minimization ⋮ Estimation of fully nonparametric transformation models ⋮ Improved density and distribution function estimation ⋮ Testing normality: a GMM approach

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