Hostname: page-component-cd9895bd7-gvvz8 Total loading time: 0 Render date: 2024-12-27T18:44:42.632Z Has data issue: false hasContentIssue false
  • English
  • Français

On the Sensitivity of a Regression Coefficient to Monotonic Transformations

Published online by Cambridge University Press:  11 February 2009

Shlomo Yitzhaki
Shlomo Yitzhaki
Affiliation:
The Hebrew University
Get access Rights & Permissions [Opens in a new window]

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.

Type
Articles
Information
Econometric Theory , Volume 6 , Issue 2 , June 1990 , pp. 165 - 169
Copyright
Copyright © Cambridge University Press 1990

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1.Atkinson, A.C.Plots, transformations, and regression. Oxford: Clarendon Press, 1985.Google Scholar
2.Learner, Edward E.A result on the sign of restricted least-squares estimates. Journal of Econometrics 3(1975): 387–390.Google Scholar
3.Huber, P.Robust statistics. New York: Wiley, 1981.CrossRefGoogle Scholar
4.Visco, Ignazio. On obtaining the right sign of a coefficient estimate by omitting a variable from the regression. Journal of Econometrics 7 (1978): 115–117.CrossRefGoogle Scholar
5.Yitzhaki, S. & Olkin, I.. Concentration curves. Working Paper No. 179, Department of Economics, The Hebrew University, 1988.Google Scholar