On 20 Nov 2003 at 15:24, Philippe Grosjean wrote:

> >Dear r-help members
> >I posted this message already yesterday, but don't know whether it
> >reached you since I joined the group only yesterday. I would like to
> >estimate the boxcox transformed model
> > (y^t - 1)/t ~ b0 + b1 * x.
> >Unfortunately, R returns with an error message when I try to
> >perform this with the call
> >nls( I((y^t - 1)/t) ~ I(b0 + b1*x),
> >     start = c(t=1,b0=0,b1=0), data = mydataframe)
> 
> >The error message is:  Object "t" not found
> 
> >Apparently R seems not to accept parameters on the left hand
> >side of a regression model. I know that my do-it-yourself
> >strategy is not necessary, since the package box-cox is
> >available. Unfortunately, I want the use the box-cox
> >transformation in a quantile regression, i.e. I have to replace
> >nls by nlrq in the call above.
> 
> >Any suggestions?
> 
> >Thanks and best regards,
> >     Johannes Ludsteck
> 
> You suggest the solution yourself: transform the equation to have all
> parameters at the right, thus:
> 
> y ~ ((b0 + b1 * x) * t + 1) ^ 1/t
> 

Bit this is still not correct, since the transformation changes 
the scale of the variance, and lesat squares will not be correct. 
There is needed a factor (the jacobian) to compensate for this,

Kjetil Halvorsen

> (double check if this is correct)
> 
> Best,
> 
> Philippe Grosjean
> 
> ...........]<(({?<...............<?}))><..............................
> .
>  ) ) ) ) )
> ( ( ( ( (       Dr. Philippe Grosjean
>  ) ) ) ) )
> ( ( ( ( (       Numerical Ecology Laboratory
>  ) ) ) ) )      Mons-Hainaut University
> ( ( ( ( (       8, Av. du Champ de Mars, 7000 Mons
>  ) ) ) ) )      Belgium
> ( ( ( ( (
>  ) ) ) ) )      e-mail: [EMAIL PROTECTED]
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