Computing Marginal Effects in the Box–cox Model
نویسنده
چکیده
This paper considers computation of fitted values and marginal effects in the Box–Cox regression model. Two methods, (1) the ‘‘smearing’’ technique suggested by Duan (see Ref. 10) and (2) direct numerical integration, are examined and compared with the ‘‘naive’’ method often used in econometrics.
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تاریخ انتشار 2002