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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
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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

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References

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