Computing Marginal Effects In The Box-Cox Model
AbstractThis paper considers computation of fitted values and marginal effects in the Box-Cox regression model. Two methods, 1 the “smearing” technique suggested by Duan (see Ref. ) and 2 direct numerical integration, are examined and compared with the “naive” method often used in econometrics.
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Bibliographic InfoArticle provided by Taylor & Francis Journals in its journal Econometric Reviews.
Volume (Year): 21 (2002)
Issue (Month): 3 ()
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Web page: http://www.tandfonline.com/LECR20
Find related papers by JEL classification:
- JEL - Labor and Demographic Economics - - - - -
- Cla - Mathematical and Quantitative Methods - - - - -
- : -
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
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- Jean-Paul Chaze, 2005. "Assessing household health expenditure with Box-Cox censoring models," Health Economics, John Wiley & Sons, Ltd., vol. 14(9), pages 893-907.
- Philippe Le Goffe & Julien Salanié, 2005. "Le droit d’épandage a-t-il un prix ? Mesure sur le marché foncier," Cahiers d'Economie et Sociologie Rurales, INRA Department of Economics, vol. 77, pages 36-64.
- Stéphane Bonhomme & Ulrich Sauder, 2009. "Accounting For Unobservables In Comparing Selective And Comprehensive Schooling," Working Papers wp2009_0906, CEMFI.
- Jim Engle-Warnick & Sonia Laszlo, 2006.
"Learning-by-Doing in an Ambiguous Environment,"
CIRANO Working Papers
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