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
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