COMPUTING MARGINAL EFFECTS IN THE BOX–COX MODEL
研究了Box-Cox回归模型中拟合值和边际效应的计算方法，比较了Duan的涂抹法、直接数值积分与计量经济学中常用的朴素方法。
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 (1983) and (2) direct numerical integration, are examined and compared with the “naive ” method often used in econometrics.