Power transformation via multivariate Box–Cox

Charles Lindsey () and Simon Sheather ()
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Simon Sheather: Texas A & M University

Stata Journal, 2010, vol. 10, issue 1, 69-81

Abstract: We present a new Stata estimation program, mboxcox, that computes the normalizing scaled power transformations for a set of variables. The multivari- ate Box–Cox method (defined in Velilla, 1993, Statistics and Probability Letters 17: 259–263; used in Weisberg, 2005, Applied Linear Regression [Wiley]) is used to determine the transformations. We demonstrate using a generated example and a real dataset. Copyright 2010 by StataCorp LP.

Keywords: mboxcox; mbctrans; boxcox; regress (search for similar items in EconPapers)
Date: 2010
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