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On the Sensitivity of a Regression Coefficient to Monotonic Transformations

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  • Yitzhaki, Shlomo

Abstract

This note presents a procedure which enables the user to check whether a monotonic transformation can change the sign of a regression coefficient. One possible use of this procedure is to examine the robustness of key regression coefficients.

Suggested Citation

  • Yitzhaki, Shlomo, 1989. "On the Sensitivity of a Regression Coefficient to Monotonic Transformations," Working Papers 232665, Hebrew University of Jerusalem, Center for Agricultural Economic Research.
    • Handle: RePEc:ags:huaewp:232665
    DOI: 10.22004/ag.econ.232665
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    File URL: https://ageconsearch.umn.edu/record/232665/files/hebrewuniv-workingpapers-8906.pdf
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    References listed on IDEAS

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    1. Visco, Ignazio, 1978. "On obtaining the right sign of a coefficient estimate by omitting a variable from the regression," Journal of Econometrics, Elsevier, vol. 7(1), pages 115-117, February.
    2. Leamer, Edward E., 1975. "A result on the sign of restricted least-squares estimates," Journal of Econometrics, Elsevier, vol. 3(4), pages 387-390, November.
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    Cited by:

    1. Schröder, Carsten & Yitzhaki, Shlomo, 2017. "Revisiting the evidence for cardinal treatment of ordinal variables," European Economic Review, Elsevier, vol. 92(C), pages 337-358.
    2. Yitzhaki, Shlomo & Schechtman, Edna, 2012. "Identifying monotonic and non-monotonic relationships," Economics Letters, Elsevier, vol. 116(1), pages 23-25.
    3. Shlomo Yitzhaki, 2003. "Gini’s Mean difference: a superior measure of variability for non-normal distributions," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(2), pages 285-316.
    4. Shlomo Yitzhaki & Edna Schechtman, 2004. "The Gini Instrumental Variable, or the “double instrumental variable” estimator," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(3), pages 287-313.
    5. Edna Schechtman & Shlomo Yitzhaki & Taina Pudalov, 2011. "Gini’s multiple regressions: two approaches and their interaction," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 67-99.

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