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The box-cox transformation: review and extensions

Atkinson, Anthony C. (2020) The box-cox transformation: review and extensions. Statistical Science. ISSN 0883-4237 (In Press)

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Abstract

The Box-Cox power transformation family for non-negative responses in linear models has a long and interesting history in both statistical practice and theory, which we summarize. The relationship between generalized linear models and log transformed data is illustrated. Extensions investigated include the transform both sides model and the Yeo-Johnson transformation for observations that can be positive or negative. The paper also describes an extended Yeo-Johnson transformation that allows positive and negative responses to have different power transformations. Analyses of data show this to be necessary. Robustness enters in the fan plot for which the forward search provides an ordering of the data. Plausible transformations are checked with an extended fan plot. These procedures are used to compare parametric power transformations with nonparametric transformations produced by smoothing.

Item Type: Article
Official URL: https://projecteuclid.org/euclid.ss
Additional Information: © 2020 Institute of Mathematical Statistics
Divisions: Statistics
Subjects: H Social Sciences > HA Statistics
Date Deposited: 24 Feb 2020 10:06
Last Modified: 18 Sep 2020 08:42
URI: http://eprints.lse.ac.uk/id/eprint/103537

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