Power Transformations When the Choice of Power is Restricted to a Finite Set.
Abstract
We studied the family of power transformations proposed by Box and Cox (1964) when the choice of the power parameter, lambda, is restricted to a finite set, omega sub R. The two cases in which obvious answers obtain are when the true parameter lambda is an element of omega sub R and when lambda is 'far' from omega sub R. We study the case in which lambda sub o is 'close' to omega sub R, finding that the resulting methods can be very different from unrestricted maximum likelihood and that inference depends on the design, the values of the regression parameters, and the distance of lambda to omega sub R.
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1980
- Accession Number
- ADA092534
Entities
People
- Raymond J. Carroll
Organizations
- University of North Carolina at Chapel Hill