On the Sensitivity of a Regression Coefficient to Monotonic Transformations

Shlomo Yitzhaki ()

Econometric Theory, 1990, vol. 6, issue 02, pages 165-169

Abstract: This note presents a procedure which enables the user to check whether a monotonic transformation can change the sign of a regression coefficient. One possible use of this procedure is to examine the robustness of key regression coefficients.

Date: 1990
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