Estimating Optimal Transformations for Multiple Regression and Correlation.

Abstract

Nonlinear transformation of variables is a commonly used practice in regression problems. Two common goals are stabilization of error variance and asymmetrization/normalization of error distribution. A more comprehensive goal, and the one we adopt, is to find those transformations that produce the best fitting additive model. Knowledge of such transformations aid in the interpretation and understanding of the relationship between the response and predictors.

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Document Details

Document Type
Technical Report
Publication Date
Jul 01, 1982
Accession Number
ADA123908

Entities

People

  • Jerome H. Friedman
  • Leo Breiman

Organizations

  • University of California, Berkeley

Tags

Communities of Interest

  • C4I
  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Algorithms
  • Computational Fluid Dynamics
  • Computational Science
  • Convergence
  • Data Analysis
  • Data Science
  • Data Sets
  • Eigenvalues
  • Eigenvectors
  • Equations
  • Information Science
  • Integral Equations
  • Linear Accelerators
  • Military Research
  • Random Variables
  • Regression Analysis
  • Statistics

Readers

  • Regression Analysis.
  • Systems Analysis and Design