Identifying monotonic and non-monotonic relationships
AbstractWe suggest graphical tools that indicate whether the relationship between variables in regression is monotonic. If not, the tools identify sections with different signs and inform on possibilities and types of monotonic transformations that can change the sign of the coefficient.
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Bibliographic InfoArticle provided by Elsevier in its journal Economics Letters.
Volume (Year): 116 (2012)
Issue (Month): 1 ()
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Web page: http://www.elsevier.com/locate/ecolet
Regression; OLS; Gini; Transformation;
Find related papers by JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
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2320, Institute for the Study of Labor (IZA).
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- James J. Heckman & Sergio Urzua & Edward Vytlacil, 2009. "Understanding Instrumental Variables in Models with Essential Heterogeneity," Working Papers 200941, Geary Institute, University College Dublin.
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- Yitzhaki, Shlomo, 1990. "On the Sensitivity of a Regression Coefficient to Monotonic Transformations," Econometric Theory, Cambridge University Press, vol. 6(02), pages 165-169, June.
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