[R] Box-Cox Transformation: Drastic differences when varying added constants

Frank E Harrell Jr f.harrell at Vanderbilt.Edu
Wed May 19 05:47:36 CEST 2010

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 E Harrell Jr   Professor and Chairman        School of Medicine
                      Department of Biostatistics   Vanderbilt University

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