invTranPlot: Choose a Predictor Transformation Visually or Numerically

In car: Companion to Applied Regression

Choose a Predictor Transformation Visually or Numerically

Description

invTranPlot draws a two-dimensional scatterplot of Y versus X, along with the OLS fit from the regression of Y on (X^{\lambda}-1)/\lambda. invTranEstimate finds the nonlinear least squares estimate of \lambda and its standard error.

Usage

            
invTranPlot(x, ...)

## S3 method for class 'formula'
invTranPlot(x, data, subset, na.action, id=FALSE, ...)

## Default S3 method:
invTranPlot(x, y, lambda=c(-1, 0, 1), robust=FALSE, 
        lty.lines=rep(c("solid", "dashed", "dotdash", "longdash", "twodash"), 
        length=1 + length(lambda)), lwd.lines=2, 
        col=carPalette()[1], col.lines=carPalette(), 
        xlab=deparse(substitute(x)), ylab=deparse(substitute(y)),
        family="bcPower", optimal=TRUE, key="auto", id=FALSE,
        grid=TRUE, ...)

invTranEstimate(x, y, family="bcPower", confidence=0.95, robust=FALSE)

Arguments

x	The predictor variable, or a formula with a single response and a single predictor
y	The response variable
data	An optional data frame to get the data for the formula
subset	Optional, as in lm, select a subset of the cases
na.action	Optional, as in lm, the action for missing data
lambda	The powers used in the plot. The optimal power than minimizes the residual sum of squares is always added unless optimal is FALSE.
robust	If TRUE, then the estimated transformation is computed using Huber M-estimation with the MAD used to estimate scale and k=1.345. The default is FALSE.
family	The transformation family to use, "bcPower", "yjPower", or a user-defined family.
confidence	returns a profile likelihood confidence interval for the optimal transformation with this confidence level. If FALSE, or if robust=TRUE, no interval is returned.
optimal	Include the optimal value of lambda?
lty.lines	line types corresponding to the powers
lwd.lines	the width of the plotted lines, defaults to 2 times the standard
col	color(s) of the points in the plot. If you wish to distinguish points according to the levels of a factor, we recommend using symbols, specified with the pch argument, rather than colors.
col.lines	color of the fitted lines corresponding to the powers. The default is to use the colors returned by carPalette
key	The default is "auto", in which case a legend is added to the plot, either above the top marign or in the bottom right or top right corner. Set to NULL to suppress the legend.
xlab	Label for the horizontal axis.
ylab	Label for the vertical axis.
id	controls point identification; if FALSE (the default), no points are identified; can be a list of named arguments to the showLabels function; TRUE is equivalent to list(method=list(method="x", n=2, cex=1, col=carPalette()[1], location="lr"), which identifies the 2 points with the most extreme horizontal values — i.e., the response variable in the model.
...	Additional arguments passed to the plot method, such as pch.
grid	If TRUE, the default, a light-gray background grid is put on the graph

Value

invTranPlot plots a graph and returns a data frame with \lambda in the first column, and the residual sum of squares from the regression for that \lambda in the second column.

invTranEstimate returns a list with elements lambda for the estimate, se for its standard error, and RSS, the minimum value of the residual sum of squares.

Author(s)

Sanford Weisberg, [e-mail]

References

Fox, J. and Weisberg, S. (2011) An R Companion to Applied Regression, Second Edition, Sage.

Prendergast, L. A., & Sheather, S. J. (2013) On sensitivity of inverse response plot estimation and the benefits of a robust estimation approach. Scandinavian Journal of Statistics, 40(2), 219-237.

Weisberg, S. (2014) Applied Linear Regression, Fourth Edition, Wiley, Chapter 7.

See Also

inverseResponsePlot,optimize

Examples

with(UN, invTranPlot(ppgdp, infantMortality))
with(UN, invTranEstimate(ppgdp, infantMortality))

car documentation built on Sept. 27, 2024, 9:06 a.m.