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Statistical validation of functional form in multiple regression using R

Haupt, Harry and Schnurbus, Joachim and Tschernig, Rolf (2009) 9. Statistical validation of functional form in multiple regression using R. In: Vinod, Hrishikesh D., (ed.) Advances in Social Science Research Using R. Springer, New York, pp. 157-168. (In Press)

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Abstract

In applied statistical research the practitioner frequently faces the problem that there neither is clear guidance from grounds of theoretical reasoning nor exists empirical (meta) evidence on the choice of functional form of a tentative regression model. Thus, parametric modeling resulting in a parametric benchmark model may easily miss important features of the data. Using recently advanced ...

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Item Type:Book Section
Date:2009
Institutions:Business, Economics and Information Systems > Institut für Volkswirtschaftslehre und Ökonometrie > Lehrstuhl für Ökonometrie (Prof. Dr. Rolf Tschernig)
Subjects:300 Social sciences > 330 Economics
Status:In Press
Refereed:Yes, this version has been refereed
Created at the University of Regensburg:Partially
Owner: Prof. Dr. Rolf Tschernig
Deposited On:28 Sep 2009 14:23
Last Modified:28 Sep 2009 14:23
Item ID:9582
Owner Only: item control page
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