An Analysis of Transformations Revisited, Rebutted.
Abstract
In a paper written in 1964, Box and Cox described a method for estimating transformations and showed how in suitable cases valuable increases in simplicity and efficiency were possible. Since that time, this technique has enjoyed wide practical use and considerable success. However, a recent theoretical paper by Bickel and Doksum (1981) seems to suggest that serious dangers are associated with the employment of this method, and speaks of 'instability' and 'cost' of estimation of the transformation. These difficulties seem to be associated with (1) examples which common sense would rule out, namely situations where the effect of transformation on the data is almost linear, so that it is a matter of indifference which transformation is used; (2) the idea that it makes sense to state conclusions in terms of a number measured on an arbitrary scale; (3) failure to take proper account of the Jacobian of the transformation.
Document Details
- Document Type
- Technical Report
- Publication Date
- Oct 01, 1981
- Accession Number
- ADA110447
Entities
People
- D. R. Cox
- George E. P. Box
Organizations
- University of Wisconsin–Madison