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Title: On robustness of usual confidence region under transformation misspecification
Authors: Yang, Z. 
Keywords: Box-Cox transformation
Confidence region
Issue Date: 1998
Citation: Yang, Z. (1998). On robustness of usual confidence region under transformation misspecification. Journal of Statistical Computation and Simulation 61 (1-2) : 175-190. ScholarBank@NUS Repository.
Abstract: Robustness of confidence region for linear model parameters following a misspecified transformation of dependent variable is studied. It is shown that when error standard deviation is moderate to large the usual confidence region is robust against transformation misspecification. When error standard deviation is small the usual confidence region could be very conservative for structured models and slightly liberal for unstructured models. However, the conservativeness in structured case can be controlled if the transformation is selected with the help of data rather than prior information since this is the case when data is able to provide a very accurate estimate of transformation.
Source Title: Journal of Statistical Computation and Simulation
ISSN: 00949655
Appears in Collections:Staff Publications

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