Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/104991
Title: An alternative approximation to the variance of transformation score
Authors: Yang, Z. 
Keywords: Box-cox transformation
Score statistics
Variance estimation
Issue Date: 1998
Citation: Yang, Z. (1998). An alternative approximation to the variance of transformation score. Journal of Statistical Computation and Simulation 62 (1-2) : 181-188. ScholarBank@NUS Repository.
Abstract: An alternative approximation to the variance of transformation score is given, based on an asymptotic expansion of the transformation estimator. It is then compared with the variance approximation given by Lawrance (1987) in terms of standardized scores. Simulations show that the two standardized scores behave very similarly when model error standard deviation is small. However, when error standard deviation is not small, the new standardized score outperforms that of Lawrance, especially in the structured models.
Source Title: Journal of Statistical Computation and Simulation
URI: http://scholarbank.nus.edu.sg/handle/10635/104991
ISSN: 00949655
Appears in Collections:Staff Publications

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