publication . Other literature type . Article . 1964

An Analysis of Transformations

G. E. P. Box; D. R. Cox;
  • Published: 01 Jul 1964
  • Publisher: Wiley
Abstract
[Read at a RESEARCH METHODS MEETING of the SOCIETY, April 8th, 1964, Professor D. V. LINDLEY in the Chair] SUMMARY In the analysis of data it is often assumed that observations Yl, Y2, *-, Yn are independently normally distributed with constant variance and with expectations specified by a model linear in a set of parameters 0. In this paper we make the less restrictive assumption that such a normal, homoscedastic, linear model is appropriate after some suitable transformation has been applied to the y's. Inferences about the transformation and about the parameters of the linear model are made by computing the likelihood function and the relevant posterior distr...
Subjects
free text keywords: Statistics and Probability, Linear model, Mathematical model, Power transform, Econometrics, Normality, media_common.quotation_subject, media_common, Likelihood function, Homoscedasticity, Applied mathematics, Variance-stabilizing transformation, Posterior probability, Mathematics
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