Investigation of nested χ2 test and AIC in the Box-Cox transformation model

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URI http://shark.lib.kagawa-u.ac.jp/kuir/metadata/5603
Title
Investigation of nested χ2 test and AIC in the Box-Cox transformation model
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Description

This paper presents some of the simulation results of the nested χ? test in the simultaneous identification of the Box-Cox transformation (BCT) model. It focus on the investigation of fitting a BCT polynomial regression model to data generated by nonlinear model which does not belong to the family of the BCT regression models. Three nonlinear models are introduced for the simulation. Except for a second order polynomial regression model, the rest two models are the exponential regression model and the logistic regression model. The performances of applied the nested χ? test and the Akaike's information criterion to simultaneous identification of the BCT model are compared.

Author
著者 Yao Feng
著者(ヨミ) ヤオ フェング
著者(別表記) ヤオ フェング
Publication Title
香川大学経済論叢
Volume
71
Issue
3
Start Page
217
End Page
256
Publisher
香川大学経済研究所
Published Date
199812
ISSN
0389-3030
NCID
AN00038281
Resource Type
Departmental Bulletin Paper
Language
eng
Text Version
publisher
Set
香川大学
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