Abstract
SUMMARY: We consider the problem of choosing a transformation t(y) of a univariate response variable y so that the regression function E{t(y)| x}is linear in the predictor vector x. Let y be the fitted values from a linear regression of y on x. Given a few simple assumptions, we show that the plot with y on the horizontal axis and y on the vertical axis can be used to visualise the needed transformation t(y). A smoother can then be used as an aid to assessing t(y) visually.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 731-737 |
| Number of pages | 7 |
| Journal | Biometrika |
| Volume | 81 |
| Issue number | 4 |
| DOIs | |
| State | Published - Dec 1994 |
Keywords
- Box-Cox transformation
- Elliptical distribution
- Graphics
- Regression