By Nick Kloodt and others

In transformation regression models the response is transformed before fitting a regression model to covariates and transformed response. We assume such a model where the errors are independent from the covariates and the regression function is modeled nonparametrically. We suggest a test for goodness-of-fit of a parametric transformation class based... Show more

February 14, 2020

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Specification testing in semi-parametric transformation models

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