A Simple Specification Test for the Predictive Ability of Transformation Models
提出一个设定检验，用于检验变换模型中隐含的条件均值设定是否恰当。该统计量可通过普通最小二乘回归计算，不依赖变换形式或条件方差的具体假设，并附带一个可用于比较不同变换的拟合优度指标。
A specification test is proposed to test the adequacy of the implicit conditional mean specification in a transformation model. Regardless of the transformation under the null, the statistic is computable from ordinary least squares output via auxiliary ordinary least squares regressions. Further, the test presumes no particular form for the conditional variance of the transformed and untransformed regressands. A simple goodness-of-fit measure that can be used to compare across transformations is a natural byproduct of the analysis. An application to a well-known fisheries data set is included. Copyright 1994 by MIT Press.