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On the Sensitivity of a Regression Coefficient to Monotonic Transformations

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Author Info
Yitzhaki, Shlomo

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Abstract

This note presents a procedure which enables the user to check whether a monotonic transformation can change the sign of a regression coefficient. One possible use of this procedure is to examine the robustness of key regression coefficients.

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File URL: http://journals.cambridge.org/abstract_S0266466600005107
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Publisher Info
Article provided by Cambridge University Press in its journal Econometric Theory.

Volume (Year): 6 (1990)
Issue (Month): 02 (June)
Pages: 165-169
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:cup:etheor:v:6:y:1990:i:02:p:165-169_00

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  1. Shlomo Yitzhaki & Edna Schechtman, 2004. "The Gini Instrumental Variable, or the “double instrumental variable” estimator," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 287-313. [Downloadable!]
  2. Shlomo Yitzhaki, 2003. "Gini’s Mean difference: a superior measure of variability for non-normal distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 285-316. [Downloadable!]
Statistics
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This page was last updated on 2009-12-20.

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