Re: [R] How can I estimate a Box-Cox function with R?
Thanks Gregory. I see that that with boxcox.lm() the optimal lambda is obtained and plotted against log-likelihood. library(MASS) boxcox(Volume ~ log(Height) + log(Girth), data = trees, lambda = seq(-0.25, 0.25, length = 10)) But has how can I see the fit of the same linear model with the optimal BoxCox transformation, the standard error for lambda etc.? Best. Ikerne. Have you looked at the boxcox function in the MASS package? That may do what you want. -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- project.org] On Behalf Of Ikerne del Valle Sent: Thursday, May 21, 2009 4:29 AM To: fernando.tus...@ehu.es Cc: r-help@r-project.org Subject: [R] How can I estimate a Box-Cox function with R? Dear Fernando and all: Thanks for your help. Now works. This is a training example to learn how to estimate a Box-Cox (right and/or left side transformations) with R (as LIMDEP does) in order to compare these estimations with the ones derived by applying NLS, ones the dependent variable has been divided by its geometric mean (see below) as suggested by (Zarembka (1974) and Spitzer (1984). However the example of the demand of money seems not to work. Any idea to face the error messages or how to estimate a Box-Cox function with R? Best regards, Ikerne library(nlrwr) r- c(4.50,4.19,5.16,5.87,5.95,4.88,4.50,6.44,7.83,6.25,5.50,5.46,7.46,10.2 8,11.77,13.42,11.02,8.50,8.80,7.69) Lr-log(r) M- c(480.00,524.30,566.30,589.50,628.20,712.80,805.20,861.00,908.40,1023.1 0,1163.60,1286.60,1388.90,1497.90,1631.40,1794.40,1954.90,2188.80,2371. 70,2563.60) LM-log(M) Y- c(2208.30,2271.40,2365.60,2423.30,2416.20,2484.80,2608.50,2744.10,2729. 30,2695.00,2826.70,2958.60,3115.20,3192.40,3187.10,3248.80,3166.00,3277 .70,3492.00,3573.50) LY-log(Y) gmM-exp((1/20)*sum(LM)) GM-M/gmM Gr-r/gmM GY-Y/gmM money-data.frame(r,M,Y,Lr,LM,LY,GM,Gr,GY) attach(money) ols1-lm(GM~r+Y) output1-summary(ols1) coef1-ols1$coefficients a1-coef1[[1]] b11-coef1[[2]] b21-coef1[[3]] ols2-lm(GM~Gr+GY) output2-summary(ols2) coef2-ols2$coefficients a2-coef2[[1]] b12-coef2[[2]] b22-coef2[[3]] money.m1- nls(GM~a+b*r^g+c*Y^g,data=money,start=list(a=a1,b=b11,g=1,c=b21)) money.m2- nls(GM~a+b*Gr^g+c*GY^g,data=money,start=list(a=a2,b=b12,g=1,c=b22)) Ikerne del Valle Erkiaga Department of Applied Economics V Faculty of Economic and Business Sciences University of the Basque Country Avda. Lehendakari Agirre, Nº 83 48015 Bilbao (Bizkaia) Spain __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] How can I estimate a Box-Cox function with R?
Dear Fernando and all: Thanks for your help. Now works. This is a training example to learn how to estimate a Box-Cox (right and/or left side transformations) with R (as LIMDEP does) in order to compare these estimations with the ones derived by applying NLS, ones the dependent variable has been divided by its geometric mean (see below) as suggested by (Zarembka (1974) and Spitzer (1984). However the example of the demand of money seems not to work. Any idea to face the error messages or how to estimate a Box-Cox function with R? Best regards, Ikerne library(nlrwr) r-c(4.50,4.19,5.16,5.87,5.95,4.88,4.50,6.44,7.83,6.25,5.50,5.46,7.46,10.28,11.77,13.42,11.02,8.50,8.80,7.69) Lr-log(r) M-c(480.00,524.30,566.30,589.50,628.20,712.80,805.20,861.00,908.40,1023.10,1163.60,1286.60,1388.90,1497.90,1631.40,1794.40,1954.90,2188.80,2371.70,2563.60) LM-log(M) Y-c(2208.30,2271.40,2365.60,2423.30,2416.20,2484.80,2608.50,2744.10,2729.30,2695.00,2826.70,2958.60,3115.20,3192.40,3187.10,3248.80,3166.00,3277.70,3492.00,3573.50) LY-log(Y) gmM-exp((1/20)*sum(LM)) GM-M/gmM Gr-r/gmM GY-Y/gmM money-data.frame(r,M,Y,Lr,LM,LY,GM,Gr,GY) attach(money) ols1-lm(GM~r+Y) output1-summary(ols1) coef1-ols1$coefficients a1-coef1[[1]] b11-coef1[[2]] b21-coef1[[3]] ols2-lm(GM~Gr+GY) output2-summary(ols2) coef2-ols2$coefficients a2-coef2[[1]] b12-coef2[[2]] b22-coef2[[3]] money.m1-nls(GM~a+b*r^g+c*Y^g,data=money,start=list(a=a1,b=b11,g=1,c=b21)) money.m2-nls(GM~a+b*Gr^g+c*GY^g,data=money,start=list(a=a2,b=b12,g=1,c=b22)) Ikerne del Valle Erkiaga Department of Applied Economics V Faculty of Economic and Business Sciences University of the Basque Country Avda. Lehendakari Agirre, Nº 83 48015 Bilbao (Bizkaia) Spain __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Re: [R] How can I estimate a Box-Cox function with R?
Have you looked at the boxcox function in the MASS package? That may do what you want. -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 -Original Message- From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- project.org] On Behalf Of Ikerne del Valle Sent: Thursday, May 21, 2009 4:29 AM To: fernando.tus...@ehu.es Cc: r-help@r-project.org Subject: [R] How can I estimate a Box-Cox function with R? Dear Fernando and all: Thanks for your help. Now works. This is a training example to learn how to estimate a Box-Cox (right and/or left side transformations) with R (as LIMDEP does) in order to compare these estimations with the ones derived by applying NLS, ones the dependent variable has been divided by its geometric mean (see below) as suggested by (Zarembka (1974) and Spitzer (1984). However the example of the demand of money seems not to work. Any idea to face the error messages or how to estimate a Box-Cox function with R? Best regards, Ikerne library(nlrwr) r- c(4.50,4.19,5.16,5.87,5.95,4.88,4.50,6.44,7.83,6.25,5.50,5.46,7.46,10.2 8,11.77,13.42,11.02,8.50,8.80,7.69) Lr-log(r) M- c(480.00,524.30,566.30,589.50,628.20,712.80,805.20,861.00,908.40,1023.1 0,1163.60,1286.60,1388.90,1497.90,1631.40,1794.40,1954.90,2188.80,2371. 70,2563.60) LM-log(M) Y- c(2208.30,2271.40,2365.60,2423.30,2416.20,2484.80,2608.50,2744.10,2729. 30,2695.00,2826.70,2958.60,3115.20,3192.40,3187.10,3248.80,3166.00,3277 .70,3492.00,3573.50) LY-log(Y) gmM-exp((1/20)*sum(LM)) GM-M/gmM Gr-r/gmM GY-Y/gmM money-data.frame(r,M,Y,Lr,LM,LY,GM,Gr,GY) attach(money) ols1-lm(GM~r+Y) output1-summary(ols1) coef1-ols1$coefficients a1-coef1[[1]] b11-coef1[[2]] b21-coef1[[3]] ols2-lm(GM~Gr+GY) output2-summary(ols2) coef2-ols2$coefficients a2-coef2[[1]] b12-coef2[[2]] b22-coef2[[3]] money.m1- nls(GM~a+b*r^g+c*Y^g,data=money,start=list(a=a1,b=b11,g=1,c=b21)) money.m2- nls(GM~a+b*Gr^g+c*GY^g,data=money,start=list(a=a2,b=b12,g=1,c=b22)) Ikerne del Valle Erkiaga Department of Applied Economics V Faculty of Economic and Business Sciences University of the Basque Country Avda. Lehendakari Agirre, Nº 83 48015 Bilbao (Bizkaia) Spain __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting- guide.html and provide commented, minimal, self-contained, reproducible code. __ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
