Modelling firm‐size distribution using Box–Cox heteroscedastic regression
用Box-Cox异方差回归模型重新分析葡萄牙制造业企业规模分布，相比Box-Cox分位数回归方法，该模型能回答同样关键问题，且分位数函数单调、估计简单、置信区间易算。
Abstract Using the Box–Cox regression model with heteroscedasticity (BCHR), we re‐examine the size distribution of the Portuguese manufacturing firms studied by Machado and Mata ( 2000 ) using the Box–Cox quantile regression (BCQR) method. We show that the BCHR model compares favourably against the BCQR method. In particular, the BCHR model can answer the key questions addressed by the BCQR method, with the advantage that the estimated quantile functions are monotonic. Furthermore, estimation of the BCHR model is straightforward and the confidence intervals of the BCHR regression quantiles are easy to compute. Copyright © 2006 John Wiley & Sons, Ltd.