Computes a constructed variable for the Box-Cox transformation of the response variable in a linear model.
The constructed variable is defined as y[log(y/y') -1], where
y' is the geometric mean of
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
a numeric vector of the same length as
John Fox [email protected]
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. (2008) Applied Regression Analysis and Generalized Linear Models, Second Edition. Sage.
Fox, J. and Weisberg, S. (2011) An R Companion to Applied Regression, Second Edition, Sage.
1 2 3 4
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.