A MILD RESTRICTION FOR NONLINEAR REGRESSION FUNCTIONS

Jan Cramer and Chris Elbers

No 293018, University of Amsterdam, Actuarial Science and Econometrics Archive from University of Amsterdam, Faculty of Economics and Business

Abstract: Statistical inference should be invariant to the units of measurement of the observations. This imposes a simple condition on the functional form of nonlinear regression models which is useful in the common case of rescaling Box-Cox transformed dependent variables.

Keywords: Demand; and; Price; Analysis (search for similar items in EconPapers)
Pages: 26
Date: 1985-08-07
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Persistent link: https://EconPapers.repec.org/RePEc:ags:amstas:293018

DOI: 10.22004/ag.econ.293018

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