Title

On Robustness of Usual Confidence Region under Transformation Misspecification

Publication Type

Journal Article

Publication Date

1998

Abstract

Studies robustness of confidence region for linear model parameters following a misspecified transformation of dependent variable. Confidence region after transformation specification; Effect of a priori misspecification of a transformation; Effect of data-based misspecification of a transformation.

Discipline

Econometrics

Research Areas

Econometrics

Publication

Journal of Statistical Computation and Simulation

Volume

61

Issue

1-2

First Page

175

Last Page

190

ISSN

0094-9655

Publisher

Taylor and Francis

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