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/\widetilde{y}) - 1]
, where
\widetilde{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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