COMPUTING MARGINAL EFFECTS IN THE BOX-COX MODEL
Author:
Jason Abrevaya a
| Affiliation: | a Department of Economics, Purdue University, Indiana |
DOI:
10.1081/ETC-120015789
Publication Frequency:
6 issues per year
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Abstract
This paper considers computation of fitted values and marginal effects in the Box-Cox regression model. Two methods, 1 the “smearing” technique suggested by Duan (see Ref. [10]) and 2 direct numerical integration, are examined and compared with the “naive” method often used in econometrics.
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| Keywords: Marginal effects; Box-Cox model; JEL Classification: C13, C21 |
| view references (13) : view citations |

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