In this article we consider the linear quantile regression model with a power transformation on the dependent variable. Like the classical Box—Cox transformation approach, it extends the applicability ...

In a transformation model h(Y) = X'β + ε for some smooth and usually monotone function h, we are often interested in the direction of β without knowing the exact form of h. We consider a projection of ...

This is the seventh in a series of lecture notes which, if tied together into a textbook, might be entitled “Practical Regression.” The purpose of the notes is to supplement the theoretical content of ...