Calculates lambda for Box-Cox power transformation

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Description

Calcluates and plots log-liklihoods lambda for power transformation of response variable. Reports chi-square test of lambda <> 1. All values of Y must > 0 or function will crash. Add offset to Y if necessary (see example). Default lambda range is -2 to 2. Uses boxCox() from car package.

Usage

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modelBoxCox(Model, Lambdas = seq(-2, 2, by = 0.1))

Arguments

Model

an unweighted linear model, produced by lm.

Lambdas

a vector of lambda values to plot. Default is seq(-2,2,by=0.1)

Author(s)

John J. Curtin jjcurtin@wisc.edu

References

Box, G. E. P. & Cox, D. R. (1964). An analysis of transformations (with discussion). Journal of the Royal Statistical Society, 26, 211-252.

See Also

boxCox(), boxcox()

Examples

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m = lm(interlocks + 1 ~ assets+nation, data=Ornstein)
modelBoxCox(m)

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