关于box-cox转换

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问大家一个问题。是关于box-cox转换的。box-cox转换的目的，作用，原理各是什么，什么统计软件可以进行box-cox转换，还有就是什么样的数据适合用box-cox转换。谢谢大家回答我的问题。

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关键词：box Cox 统计软件 我的问题 软件 统计

SAS上有,自己看看帮助应该就可以了.

BOX-COX可以在误差非正态场合，回归函数非线性，误差方差非齐性，观测值间不独立时均可使用~通过这个变换，线性回归中四条假设都满足了~

oh ,I see, that is right

urdaddy 发表于 2007-6-15 22:58
BOX-COX可以在误差非正态场合，回归函数非线性，误差方差非齐性，观测值间不独立时均可使用~通过这个变换，线性回归中四条假设都满足了~

This is TOTALLY wrong. Box–Cox transformation will solve everything? Actually topic of Box–Cox transformation is only one page or two out of one thousand pages of any textbook.

Usually we assume that the functional form is linear in predictors
for example,

y=a+bx+cz  {x, z} are predictors/cocariates/indepent variables/exogenous variables

This is because its simpleness and easiness of mathametical analysis. Functional space can be vary big!

But the theory or data may suggests the linear form may not properly justify the problem/question. For example, the cobb-douglas  function.

Why the power should be 1 not 0.5, 0.3 or 2.5  ?

The Box–Cox transformation is a mean to generize(expand) the linear model in a simple way. The power in Box–Cox transformation is a parameter and need to be estimated from data.

The transformed variable usually needs to be positive.

HTH

...Box-Cox transformations are used to find potentially nonlinear transformations of a dependent variable...

On the other hand, the dependent-variable transformation has comparatively limited realistic usage than expected considering its intractable practical meaning of the transformation itself.
We are often puzzled by the question, like “what is that, the square root of weight?”

同问，呵呵

see see！ something will be right！

一般回归都要考虑的，尤其变量呈偏态分布的，他只是一系列变换的抽象形式，任何软件都可以做，只要给你提供变量操作。

可以在SAS帮助中键入BOXCOX搜索，会得到说明；
建议读一下陈峰的《现代医学统计学与Stata应用》，实际上，用Stata做要便捷许多，几乎是自动化完成参数寻找的。SAS很繁琐，帮助中有例子。