IDEAS home Printed from https://ideas.repec.org/p/mit/worpap/534.html
   My bibliography  Save this paper

Some Aleternative To The Box-Cox Regression Model

Author

Listed:
  • WOOLDRIDGE, J.M.

Abstract

A nonlinear regression model is proposed as an alternative to the Box-Cox regression model for nonnegative variables. The functional form contains linear, exponential, and reciprocal models as special cases. Unlike Box-Cox type approaches, the proposed estimators of the conditional mean function are robust to conditional variance and other distributional misspecifications. Computationally simple, robust Lagrange multiplier statistics for restricted versions of the model are derived. Scale invariant t-statistics are proposed and the Lagrange multiplier statistic for exclusion restrictions is shown to be scale invariant. Copyright 1992 by Economics Department of the University of Pennsylvania and the Osaka University Institute of Social and Economic Research Association.
(This abstract was borrowed from another version of this item.)

Suggested Citation

  • Wooldridge, J.M., 1989. "Some Aleternative To The Box-Cox Regression Model," Working papers 534, Massachusetts Institute of Technology (MIT), Department of Economics.
  • Handle: RePEc:mit:worpap:534
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Other versions of this item:

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:mit:worpap:534. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Linda Woodbury (email available below). General contact details of provider: https://edirc.repec.org/data/edmitus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.