On Robustness of Usual Confidence Region under Transformation Misspecification

Author

Zhenlin YANG, Singapore Management UniversityFollow

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

Identifier

10.1080/00949659808811908

Publisher

Taylor and Francis

Citation

YANG, Zhenlin. On Robustness of Usual Confidence Region under Transformation Misspecification. (1998). Journal of Statistical Computation and Simulation. 61, (1-2), 175-190.
Available at: https://ink.library.smu.edu.sg/soe_research/134

Additional URL

https://doi.org/10.1080/00949659808811908