On 05/18/2010 10:41 PM, Greg Snow wrote:
Have you read the BoxCox paper? It has the theory in there for dealing with an
offset parameter (though I don't know of any existing functions that help in
estimating both lambdas at the same time). Though another important point (in
the paper as well) is that the lambda values used should be based on sound
science, not just what fits best.
Sensitivity of log-like and exponential transformations to the choice of
origin is a significant limitation in my view. If there is no subject
matter theory to back up a particular origin, then either the origin
should be a parameter to be estimated or you should consider a
nonparametric transformation of Y. avas is one such approach, based on
variance stabilization. The areg.boot function in the Hmisc package
gives you confidence bands for various quantities using avas and ace
transform-both-sides nonparametric regression approaches.
Frank
--
Frank E Harrell Jr Professor and Chairman School of Medicine
Department of Biostatistics Vanderbilt University
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