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An empirical investigation of the box-cox model and a nonlinear least squares alternative

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Author Info
Ernst Berndt
Mark Showalter
Jeffrey Wooldridge

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Abstract

In this paper we present a generalized functional form estimator, recently developed by jeffrey Wooldridge; and then we compare it empirically to the popular Box-Cox (BC) estimator using three data sets. We begin by briefly reviewing the drawbacks of the BC estimator. We Then introduce the nonlinear lest squares (NLS) alternative of Wooldridge which retains the desirable qualities of the BC estimator without the associated theoretical problems. We continue by applying both the BC and the NLS models to data from three classic hedonic regression studies and then compare the estimation resuts-point estimates, inferences and fitted values. The estimations include a wage rate equation, and two computer hedonic regression equations, one using data from a classic study by Gregory Chow and the other using an IBM data set that formed the basis of the new official BLS computer price index.

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Publisher Info
Article provided by Taylor and Francis Journals in its journal Econometric Reviews.

Volume (Year): 12 (1993)
Issue (Month): 1 ()
Pages: 65-102
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Handle: RePEc:taf:emetrv:v:12:y:1993:i:1:p:65-102

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Related research
Keywords: Functional form estimation; Box-Cox; Nonlinear least squares; hedonic estimation;

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  1. Helen Tauchen & Ann Dryden Witte, 2001. "Estimating Hedonic Models: Implications of the Theory," NBER Technical Working Papers 0271, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  2. Asplund, Marcus, 1995. "What Fraction of a Capital Investment is Sunk Cost?," Working Paper Series in Economics and Finance 68, Stockholm School of Economics, revised 24 Sep 1999. [Downloadable!]
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  3. Jason Abrevaya, 2002. "Computing Marginal Effects In The Box-Cox Model," Econometric Reviews, Taylor and Francis Journals, vol. 21(3), pages 383-393. [Downloadable!] (restricted)
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