View source: R/boxCoxVariable.R

boxCoxVariable | R Documentation |

Computes a constructed variable for the Box-Cox transformation of the response variable in a linear model.

boxCoxVariable(y)

`y` |
response variable. |

The constructed variable is defined as *y[log(y/y') -1]*, where
*y'* is the geometric mean of `y`

.

The constructed variable is meant to be added to the right-hand-side of the linear model. The t-test for the coefficient of the constructed variable is an approximate score test for whether a transformation is required.

If *b* is the coefficient of the constructed variable,
then an estimate of the normalizing power transformation based on the score statistic
is *1 - b*. An added-variable plot for the constructed
variable shows leverage and influence on the decision to transform `y`

.

a numeric vector of the same length as `y`

.

John Fox jfox@mcmaster.ca

Atkinson, A. C. (1985)
*Plots, Transformations, and Regression*. Oxford.

Box, G. E. P. and Cox, D. R. (1964)
An analysis of transformations.
*JRSS B* **26** 211–246.

Fox, J. (2016)
*Applied Regression Analysis and Generalized Linear Models*,
Third Edition. Sage.

Fox, J. and Weisberg, S. (2019)
*An R Companion to Applied Regression*, Third Edition, Sage.

`boxcox`

, `powerTransform`

, `bcPower`

mod <- lm(interlocks + 1 ~ assets, data=Ornstein) mod.aux <- update(mod, . ~ . + boxCoxVariable(interlocks + 1)) summary(mod.aux) # avPlots(mod.aux, "boxCoxVariable(interlocks + 1)")

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