回归系数对单调变换的敏感性

On the Sensitivity of a Regression Coefficient to Monotonic Transformations

Econometric Theory · 1990
被引 22
人大 A-ABS 4

中文导读

提出一种方法,用于检查单调变换是否可能改变回归系数的符号,帮助研究者检验关键回归系数的稳健性。

Abstract

This note presents a procedure which enables the user to check whether a monotonic transformation can change the sign of a regression coefficient. One possible use of this procedure is to examine the robustness of key regression coefficients.

回归系数单调变换符号敏感性稳健性检验