振衣 发表于 2012-5-27 11:08 
请问,多个自变量的情形,怎么处理,要改动代码那部分呢? 我试了把x 改成x1,x2, 报错了
我的也报错,似乎ereree给的SPSS程序有问题,我采用了这篇文章“
BOX-COX变换及其在SPSS软件中的实现”中的SPSS程序得到正确的答案了!
SET LENGTH=NONE.
SET MXLOOP = 100000000.
MATRIX.
GET W/VARIABLES= all/FILE= */MISSING=OMIT.
COMPUTE NR =NROW(W).
COMPUTE NC =NCOL(W).
COMPUTE Y=MAKE(NR,1,0).
COMPUTE XX=MAKE(NR,NC,1).
COMPUTE YLAM=MAKE(NR,1,1).
COMPUTE BOXCOX=MAKE(61,2,0).
COMPUTE YTEMP=0.
LOOP II=1 TO NR.
COMPUTE Y(II,1)=W(II,1).
LOOP JJ=1 TO NC-1.
COMPUTE XX(II,JJ+1)=W(II,JJ+1).
END LOOP.
COMPUTE YTEMP=YTEMP+LN(Y(II)).
END LOOP.
LOOP TEMP=1 TO 61.
COMPUTE LAMBDA=-3.1 + TEMP * 0.1.
DO IF LAMBDA=0.
COMPUTE YLAM(:)=LN(Y(:)).
ELSE.
COMPUTE YLAM(:)=(Y(:)&**LAMBDA -1)/LAMBDA.
END IF.
COMPUTE BETA=INV(T(XX)*XX)*T(XX)*YLAM.
COMPUTE MSE = T(YLAM-XX*BETA)*(YLAM-XX*BETA)/NR.
COMPUTE LOGLIKE=-1*NR/2*LN(MSE)+(LAMBDA-1)*YTEMP.
COMPUTE BOXCOX(TEMP,1)= LAMBDA.
COMPUTE BOXCOX(TEMP,2)= LOGLIKE.
END LOOP.
SAVE BOXCOX /OUTFILE=*.
END MATRIX.
RENAME VARIABLES COL1= LAMBDA COL2= LOGLIKE.
GRAPH
/SCATTERPLOT(BIVAR)=LAMBDA WITH LOGLIKE /MISSING=LISTWISE
/TITLE= 'Log-Likelihood versus lambda'.