Transcription of Box-Cox Transformation: An Overview
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Box-Cox Transformation: An Overview
Box-Cox Transformation: An Overview Box-Cox Transformations: An Overview Pengfei Li Department of Statistics, University of Connecticut Apr 11, 2005. Pengfei Li Apr 11,2005. Box-Cox Transformation: An Overview Introduction Since the seminal paper by Box and Cox(1964), the Box-Cox type of power transformations have generated a great deal of interests, both in theoretical work and in practical applications. In this presentation, I intend to go over the following topics: What are the Box-Cox power transformations? The inference on the transformations parameter. Some cautionary notes on using the Box-Cox transformations. Pengfei Li Apr 11,2005. Box-Cox Transformation: An Overview What are the Box-Cox power transformations? The original form of the Box-Cox transformation, as appeared in their 1964 paper, takes the following form: . y 1 , if 6= 0;.. y( ) =. log y, if = 0. In the same paper, they also proposed an extended form which could accommodate negative y's.
Box-Cox Transformation: An Overview The aim of the Box-Cox transformations is to ensure the usual assumptions for Linear Model hold. That is, y ∼ N(Xβ,σ2In) Clearly not all data could be power-transformed to Normal.
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