# boxCoxVariable

0th

Percentile

##### Constructed Variable for Box-Cox Transformation

Computes a constructed variable for the Box-Cox transformation of the response variable in a linear model.

Keywords
manip, regression
##### Usage
boxCoxVariable(y)
##### Arguments
y

response variable.

##### Details

The constructed variable is defined as $y[\log(y/\widetilde{y}) - 1]$, where $\widetilde{y}$ is the geometric mean of y.

The constructed variable is meant to be added to the right-hand-side of the linear model. The t-test for the coefficient of the constructed variable is an approximate score test for whether a transformation is required.

If $b$ is the coefficient of the constructed variable, then an estimate of the normalizing power transformation based on the score statistic is $1 - b$. An added-variable plot for the constructed variable shows leverage and influence on the decision to transform y.

##### Value

a numeric vector of the same length as y.

##### References

Atkinson, A. C. (1985) Plots, Transformations, and Regression. Oxford.

Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. JRSS B 26 211--246.

Fox, J. (2016) Applied Regression Analysis and Generalized Linear Models, Third Edition. Sage.

Fox, J. and Weisberg, S. (2019) An R Companion to Applied Regression, Third Edition, Sage.

boxcox, powerTransform, bcPower

##### Aliases
• boxCoxVariable
##### Examples
# NOT RUN {
mod <- lm(interlocks + 1 ~ assets, data=Ornstein)
mod.aux <- update(mod, . ~ . + boxCoxVariable(interlocks + 1))
summary(mod.aux)
# avPlots(mod.aux, "boxCoxVariable(interlocks + 1)")
# }

Documentation reproduced from package car, version 3.0-0, License: GPL (>= 2)

### Community examples

Looks like there are no examples yet.