Verify the following differential equation, which applies to the Box Cox transformation Show that the limiting sequence for 0 is These results can be used to great advantage in deriving the actual second derivatives of the log likelihood function for the Box Cox model dix ) idi x ) dri 1...

The proof can be done by mathematical induction For convenience denote th ...

Verify the following differential equation, which applies to the Box??Cox transformation: Show that the limiting sequence for

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Verify the following differential equation, which applies to the Box??Cox transformation:

Show that the limiting sequence for λ = 0 is

These results can be used to great advantage in deriving the actual second derivatives of the log-likelihood function for the Box??Cox model.

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Econometric Analysis

ISBN: 978-0131395381

7th edition

Authors: William H. Greene

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Question Posted: Nov 15, 2018 08:21 AM

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Verify the following differential equation, which applies to the Box??Cox transformation: Show that the limiting sequence for

Question:

dix^) idi-x^)] 入 dri-1

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The proof can be done by mathematical induction For convenience denote th...View the full answer

Econometric Analysis

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