Identifying monotonic and non-monotonic relationships

Shlomo Yitzhaki; Edna Schechtman

doi:10.1016/j.econlet.2011.12.123

Identifying monotonic and non-monotonic relationships

Shlomo Yitzhaki
, Edna Schechtman

Department of Industrial Engineering and Management

Research output: Contribution to journal › Article › peer-review

10 Scopus citations

Abstract

We suggest graphical tools that indicate whether the relationship between variables in regression is monotonic. If not, the tools identify sections with different signs and inform on possibilities and types of monotonic transformations that can change the sign of the coefficient.

Original language	English
Pages (from-to)	23-25
Number of pages	3
Journal	Economics Letters
Volume	116
Issue number	1
DOIs	https://doi.org/10.1016/j.econlet.2011.12.123
State	Published - 1 Jul 2012

Keywords

Gini
OLS
Regression
Transformation

ASJC Scopus subject areas

Finance
Economics and Econometrics

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10.1016/j.econlet.2011.12.123

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title = "Identifying monotonic and non-monotonic relationships",

abstract = "We suggest graphical tools that indicate whether the relationship between variables in regression is monotonic. If not, the tools identify sections with different signs and inform on possibilities and types of monotonic transformations that can change the sign of the coefficient.",

keywords = "Gini, OLS, Regression, Transformation",

author = "Shlomo Yitzhaki and Edna Schechtman",

year = "2012",

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language = "English",

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T1 - Identifying monotonic and non-monotonic relationships

AU - Yitzhaki, Shlomo

AU - Schechtman, Edna

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N2 - We suggest graphical tools that indicate whether the relationship between variables in regression is monotonic. If not, the tools identify sections with different signs and inform on possibilities and types of monotonic transformations that can change the sign of the coefficient.

AB - We suggest graphical tools that indicate whether the relationship between variables in regression is monotonic. If not, the tools identify sections with different signs and inform on possibilities and types of monotonic transformations that can change the sign of the coefficient.

KW - Gini

KW - OLS

KW - Regression

KW - Transformation

UR - https://www.scopus.com/pages/publications/84856588147

U2 - 10.1016/j.econlet.2011.12.123

DO - 10.1016/j.econlet.2011.12.123

M3 - Article

AN - SCOPUS:84856588147

SN - 0165-1765

VL - 116

SP - 23

EP - 25

JO - Economics Letters

JF - Economics Letters

IS - 1

ER -

Identifying monotonic and non-monotonic relationships

Abstract

Keywords

ASJC Scopus subject areas

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