An Alternative Approximation to the Variance of Transformation Score
Publication Type
Journal Article
Publication Date
1999
Abstract
Provides an alternative approximation to the variance of transformation score, based on an asymptotic expansion of the transformation estimator. Comparison with variance approximation in terms of standardized scores; Monte Carlo simulations.
Discipline
Economics
Research Areas
Econometrics
Publication
Journal of Statistical Computation and Simulation
Volume
62
Issue
1-2
First Page
181
Last Page
188
ISSN
0094-9655
Publisher
Taylor and Francis
Citation
YANG, Zhenlin.
An Alternative Approximation to the Variance of Transformation Score. (1999). Journal of Statistical Computation and Simulation. 62, (1-2), 181-188.
Available at: https://ink.library.smu.edu.sg/soe_research/133
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