Some Alternatives to the Box-Cox Regression Model

DOI10.2307/2527151zbMath0781.62100OpenAlexW1983940325MaRDI QIDQ4031389

Jeffrey M. Wooldridge

Publication date: 1 April 1993

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

Full work available at URL: http://hdl.handle.net/1721.1/64292

zbMATH Keywords

conditional variancefunctional formscale invariantmisspecificationsnonnegative variablesexclusion restrictionsBox-Cox regression modelestimators of the conditional mean functionreciprocal modelsrobust Lagrange multiplier statisticsscale invariant \(t\)-statistics

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) General nonlinear regression (62J02)

Related Items (9)

A forecast comparison of residential housing prices by parametric versus semiparametric conditional mean estimators ⋮ Parametric Nonlinear Regression with Endogenous Switching ⋮ An updated review of goodness-of-fit tests for regression models ⋮ Estimation of average marginal effects in multiplicative unobserved effects panel models ⋮ COMPUTING MARGINAL EFFECTS IN THE BOX–COX MODEL ⋮ Dif-in-dif estimators of multiplicative treatment effects ⋮ Count Data Models with Correlated Unobserved Heterogeneity ⋮ Box–Cox power transformation unconditional quantile regressions with an application on wage inequality ⋮ Moment-based estimation of nonlinear regression models with boundary outcomes and endogeneity, with applications to nonnegative and fractional responses

This page was built for publication: Some Alternatives to the Box-Cox Regression Model