Optimal power transformation via inverse response plots

Charles Lindsey, Simon Sheather

Research output: Contribution to journalArticlepeer-review

2 Scopus citations

Abstract

We present a new Stata command, irp, that generates the inverse response plot (Cook and Weisberg, 1994, Biometrika 81: 731-737) of a response on its predictors. Using the inverse response plot, an appropriate scaled power transformation for the positive response variable can be found so that the transformed response mean is linear in the predictors. The optimal transformation is displayed in the plot, as are user-specified guesses. By using the graphical display, the user may determine whether an appropriate transformation exists as well as determine its value. We demonstrate the irp command using both a generated and a real example

Original languageEnglish
Pages (from-to)200-214
Number of pages15
JournalStata Journal
Volume10
Issue number2
DOIs
StatePublished - 2010

Keywords

  • Irp
  • Regress
  • Scaled power transformation
  • St0188

ASJC Scopus subject areas

  • Mathematics (miscellaneous)

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