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Further Applications of Johnson`s SU-normal Distribution to Various Regression Models
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 Title & Authors
Further Applications of Johnson`s SU-normal Distribution to Various Regression Models
Choi, Pilsun; Min, In-Sik;
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 Abstract
This study discusses Johnson`s -normal distribution capturing a wide range of non-normality in various regression models. We provide the likelihood inference using Johnson`s -normal distribution, and propose a likelihood ratio (LR) test for normality. We also apply the -normal distribution to the binary and censored regression models. Monte Carlo simulations are used to show that the LR test using the -normal distribution can be served as a model specification test for normal error distribution, and that the -normal maximum likelihood (ML) estimators tend to yield more reliable marginal effect estimates in the binary and censored model when the error distributions are non-normal.ࠀ䀀€@ࠀࠀЀက ࠀЀĀကĀ €ကȀЀЀȀࠀ@ @
 Keywords
-normal distribution;skewness and kurtosis;normality test;
 Language
English
 Cited by
1.
Analysis of time headway distribution on suburban arterial, KSCE Journal of Civil Engineering, 2012, 16, 4, 644  crossref(new windwow)
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