Power transformation via multivariate Box-Cox

Charles Lindsey; Simon Sheather

doi:10.1177/1536867x1001000108

Power transformation via multivariate Box-Cox

Charles Lindsey, Simon Sheather

Research output: Contribution to journal › Article › peer-review

9 Scopus citations

Abstract

We present a new Stata estimation program, mboxcox, that computes the normalizing scaled power transformations for a set of variables. The multivariate Box-Cox method (defined in Velilla, 1993, Statistics and Probability Letters 17: 259-263; used in Weisberg, 2005, Applied Linear Regression [Wiley]) is used to determine the transformations. We demonstrate using a generated example and a real dataset.

Original language	English
Pages (from-to)	69-81
Number of pages	13
Journal	Stata Journal
Volume	10
Issue number	1
DOIs	https://doi.org/10.1177/1536867x1001000108
State	Published - 2010

Keywords

Boxcox
Mbctrans
Mboxcox
Regress
St0184

ASJC Scopus subject areas

Mathematics (miscellaneous)

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10.1177/1536867x1001000108

Cite this

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title = "Power transformation via multivariate Box-Cox",

abstract = "We present a new Stata estimation program, mboxcox, that computes the normalizing scaled power transformations for a set of variables. The multivariate Box-Cox method (defined in Velilla, 1993, Statistics and Probability Letters 17: 259-263; used in Weisberg, 2005, Applied Linear Regression [Wiley]) is used to determine the transformations. We demonstrate using a generated example and a real dataset.",

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AU - Sheather, Simon

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AB - We present a new Stata estimation program, mboxcox, that computes the normalizing scaled power transformations for a set of variables. The multivariate Box-Cox method (defined in Velilla, 1993, Statistics and Probability Letters 17: 259-263; used in Weisberg, 2005, Applied Linear Regression [Wiley]) is used to determine the transformations. We demonstrate using a generated example and a real dataset.

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KW - Mbctrans

KW - Mboxcox

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KW - St0184

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JO - Stata Journal

JF - Stata Journal

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Power transformation via multivariate Box-Cox

Abstract

Keywords

ASJC Scopus subject areas

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