TRANSFORMING THE DEPENDENT VARIABLE IN REGRESSION-MODELS

被引:158
作者
MACKINNON, JG
MAGEE, L
机构
关键词
D O I
10.2307/2526842
中图分类号
F [经济];
学科分类号
02 ;
摘要
引用
收藏
页码:315 / 339
页数:25
相关论文
共 21 条
[1]   SELECTION OF DATA TRANSFORMATIONS [J].
ANDREWS, DF .
BIOMETRIKA, 1971, 58 (02) :249-&
[2]   AN ANALYSIS OF TRANSFORMATIONS REVISITED [J].
BICKEL, PJ ;
DOKSUM, KA .
JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1981, 76 (374) :296-311
[3]   AN ANALYSIS OF TRANSFORMATIONS [J].
BOX, GEP ;
COX, DR .
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY, 1964, 26 (02) :211-252
[4]   TESTING LINEAR AND LOGLINEAR REGRESSIONS AGAINST BOX-COX ALTERNATIVES [J].
DAVIDSON, R ;
MACKINNON, JG .
CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 1985, 18 (03) :499-517
[5]   MODEL-SPECIFICATION TESTS BASED ON ARTIFICIAL LINEAR REGRESSIONS [J].
DAVIDSON, R ;
MACKINNON, JG .
INTERNATIONAL ECONOMIC REVIEW, 1984, 25 (02) :485-502
[6]   THE INTERPRETATION OF TEST STATISTICS [J].
DAVIDSON, R ;
MACKINNON, JG .
CANADIAN JOURNAL OF ECONOMICS-REVUE CANADIENNE D ECONOMIQUE, 1985, 18 (01) :38-57
[7]   IMPLICIT ALTERNATIVES AND THE LOCAL-POWER OF TEST STATISTICS [J].
DAVIDSON, R ;
MACKINNON, JG .
ECONOMETRICA, 1987, 55 (06) :1305-1329
[8]   TESTING LINEAR AND LOG-LINEAR REGRESSIONS FOR FUNCTIONAL FORM [J].
GODFREY, LG ;
WICKENS, MR .
REVIEW OF ECONOMIC STUDIES, 1981, 48 (03) :487-496
[9]  
GODFREY LG, 1982, EVALUATING RELIABILI
[10]  
John J. A., 1980, Applied Statistics, V29, P190, DOI 10.2307/2986305