Computing Marginal Effects In The Box-Cox Model
This 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.
Volume (Year): 21 (2002)
Issue (Month): 3 ()
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