Transcription of boxcox — Box–Cox regression models
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Box Cox regression modelsDescriptionQuick startMenuSyntaxOptionsRemarks and examplesStored resultsMethods and formulasReferencesAlso seeDescriptionboxcoxfinds the maximum likelihood estimates of the parameters of the Box Cox transform,the coefficients on the independent variables, and the standard deviation of the normally distributederrors. Anydepvarorindepvarsto be transformed must be strictly positive. Options can be used tocontrol which variables remain startBox Cox transform ofyin a model ofyas a function ofx1boxcox y x1 Same as aboveboxcox y x1, model(lhsonly)Likelihood-ratio test for each scale-variant parameterboxcox y x1, lrtestDifferent transform for each side and adding covariatesx2andx3boxcox y x1 x2 x3, model(theta)Same transform for both sides, and includex3as an untransformed variable transformationboxcox y x1 x2, model(lambda) notrans(x3)Menu
6boxcox— Box–Cox regression models The output is composed of the iteration logs and three distinct tables. The first table contains a standard header for a maximum likelihood estimator and a standard output table for the Box– Cox transform parameters. The second table contains the estimates of the scale-variant parameters.
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