Official websites use .gov
A
.gov website belongs to an official
government organization in the United States.
Secure .gov websites use HTTPS
A lock (
) or https:// means you've safely
connected to the .gov website. Share sensitive
information only on official, secure websites.
Percentage of tests rejected at the 5% significance level, when all converged, 94 converged replications, sample size 5000
| Model | Pearson test |
|---|---|
| rejection rate (%) | |
| OLS | — |
| LOGOLSHET | 99 |
| SQRTOLSHET | 0 |
| GLMLOGP | 11 |
| GLMLOGG | 99 |
| GLMSQRTP | 0 |
| GLMSQRTG | 13 |
| LOGNORM | 95 |
| GG | 89 |
| GB2LOG | 96 |
| GB2SQRT | 85 |
| FMMLOGG | 85 |
| FMMSQRTG | 82 |
| EEE | 48 |
| CDEM | 7 |
| CDEO | 1 |
