Data/hora: 11/06/2024 19:36:42

Biblioteca(s): | Embrapa Pantanal.
Data corrente: | 24/03/1999
Data da última atualização: | 24/03/1999
Autoria: | DAVIDSON, R.; MacKINNON, J. G.
Afiliação: | Queen's University.
Título: | Testing linear and loglinear regressions against Box-Cox alternatives.
Ano de publicação: | 1985
Fonte/Imprenta: | Canadian Journal of Economics, v.18, n.3, p.499-517, 1985.
Idioma: | Inglês
Conteúdo: | A new procedure is proposed for testing the null hypothesis that a regression model is linear or loglinear against the alternative of a Box-Cox regression. The test statistic, which is based on a novel form of the Lagrange Multiplier test, may be computed by means of an artificial linear regression. Monte Carlo results confirm that it works well, in contrast to the procedure of Andrews (1971), which lacks power, and the Lagrange Multiplier test proposed by Godfrey and Wickens (1981) which is poorly behaved is small samples. The test also work well in nan empirical example.
Palavras-Chave: | Economy; Linear regression.
Thesagro: | Economia; Regressão Linear.
Categoria do assunto: | --
Registro original: | Embrapa Pantanal (CPAP)
Exemplares: | CPAP - (37669-1) - ADD - SP - -- - SP4298 -  - 4298 - DIS