Abstract
An alternative approximation to the variance of transformation score is given, based on an asymptotic expansion of the transformation estimator. It is then compared with the variance approximation given by Lawrance (1987) in terms of standardized scores. Simulations show that the two standardized scores behave very similarly when model error standard deviation is small. However,when error standard deviation is not small, the new standardized score outperforms that of Lawrance,especially in the structured models.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
