Data/hora: 10/06/2024 14:18:14

Provedor de dados: | Research in Agricultural & Applied Economics (AgEcon Searh)
País: | United States
Título: | A NOTE ON THE BOX-COX TRANSFORMATION UNDER HETEROSKEDASTICITY
Autores: | Blaylock,   James R.; Salathe,   Larry E.; Green,   Richard D.
Data: | 2003-12-29
Ano: | 1980
Palavras-chave: | Research Methods/ Statistical Methods.
Resumo: | The Box-Cox transformation (BCT) has been frequently used as both a flexible functional form and as a decision device to distinguish among alternative model specifications.  Most researchers have failed to recognize that the BCT when applied to the dependent variable can compensate for heteroskedasticity.  This paper investigates a new procedure which estimates both the BCT parameters and the analytic form of heteroskedasticity.  Results from the new procedure are compared to estimates obtained from the traditional method of estimating BCT models.  Comparisons indicate that proper specification of the error variance can influence the magnitude of BCT parameters and alter the results of hypothesis testing.
Tipo: | Journal Article
Idioma: | Inglês

Identificador:

11871

http://purl.umn.edu/32394

Editor: | AgEcon Search
Relação: | Western Journal of Agricultural Economics&gt;Volume 05, Number 02, December 1980

Formato:

8

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