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car (version 1.2-1)

box.tidwell: Box-Tidwell Transformations

Description

Computes the Box-Tidwell power transformations of the predictors in a linear model.

Usage

box.tidwell(y, ...)

## S3 method for class 'formula':
box.tidwell(formula, other.x=NULL, data=NULL, subset, 
  na.action=options()$na.action, verbose=FALSE, tol=0.001, 
  max.iter=25, ...)

## S3 method for class 'default':
box.tidwell(y, x1, x2=NULL, max.iter=25, tol=0.001, 
  verbose=FALSE, ...)
  
## S3 method for class 'box.tidwell':
print(x, digits, ...)

Arguments

formula
two-sided formula, the right-hand-side of which gives the predictors to be transformed.
other.x
one-sided formula giving the predictors that are not candidates for transformation, including (e.g.) factors.
data
an optional data frame containing the variables in the model. By default the variables are taken from the environment from which box.tidwell is called.
subset
an optional vector specifying a subset of observations to be used.
na.action
a function that indicates what should happen when the data contain NAs. The default is set by the na.action setting of options.
verbose
if TRUE a record of iterations is printed.
tol
if maximum relative change in coefficients is less than tol then convergence is declared.
max.iter
maximum number of iterations.
y
response variable.
x1
matrix of predictors to transform.
x2
matrix of predictors that are not candidates for transformation.
...
not for the user.
x
box.tidwell object.
digits
number of digits for rounding.

Value

  • an object of class box.tidwell, which is normally just printed.

Details

The maximum-likelihood estimates of the transformation parameters are computed by Box and Tidwell's (1962) method, which is usually more efficient than using a general nonlinear least-squares routine for this problem. Score tests for the transformations are also reported.

References

Box, G. E. P. and Tidwell, P. W. (1962) Transformation of the independent variables. Technometrics 4, 531-550. Fox, J. (1997) Applied Regression, Linear Models, and Related Methods. Sage.

Examples

Run this code
box.tidwell(prestige~income+education, ~ poly(women,2), data=Prestige)
##                   income education
## Initial Power   -0.91030   2.24354
## Score Statistic -5.30129   2.40556
## p-value          0.00000   0.01615
## MLE of Power    -0.03777   2.19283

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