Re: [R] Boxcox transformation / homogeneity of variances

From: Prof Brian Ripley <ripley_at_stats.ox.ac.uk>
Date: Wed 13 Jul 2005 - 18:46:28 EST

Please consult the reference on the help page of that function: it _is_ support software for a book. It implements the Box-Cox procedure (as it says). The original Box-Cox paper has three aims, two of which you have mentioned (but perhaps the most inportant one is the one you have not mentioned, additivity).

It is probably worth stressing that the Box-Cox procedure is about finding the best transformation within a specific family for fitting a particular _model_ to a set of data, not for the data per se. There is a long history of people using an inappropriate model and finding an uninterpretable transformation.

On Wed, 13 Jul 2005, Arnaud Dowkiw wrote:

> Prior to analysis of variance, I ran the Boxcox function (MASS library) to
> find the best power transformation of my data. However, reading the Boxcox
> help file, I cannot figure out if this function (through its associated
> log-likelihood function) corrects for * normality only * or if it also
> induces * homogeneity of variances *. I found in Biometry (Sokal and Rohlf,
> p. 419) that the box-cox transformation can be extended to induce
> homogenity of variances in conjunction with Bartlett's test of homogeneity
> of variances. Does the Boxcox function implemented in R refer to this
> extension ?

-- 
Brian D. Ripley,                  ripley@stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Wed Jul 13 18:50:27 2005

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