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.
Publisher
Cambridge University Press (CUP)
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference5 articles.
1. 5. Yitzhaki S. & Olkin I. . Concentration curves. Working Paper No. 179, Department of Economics, The Hebrew University, 1988.
2. A result on the sign of restricted least-squares estimates;Learner;Journal of Econometrics,1975
3. Robust Statistics
4. On obtaining the right sign of a coefficient estimate by omitting a variable from the regression
Cited by
18 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献