R: Box-Cox Transformations for Linear Models

boxcox {MASS} | R Documentation

## Box-Cox Transformations for Linear Models

### Description

Computes and optionally plots profile log-likelihoods for the parameter of the Box-Cox power transformation.

### Usage

    boxcox(object, ...)

    ## Default S3 method:
    boxcox(object, lambda = seq(-2, 2, 1/10), plotit = TRUE,
           interp, eps = 1/50, xlab = expression(lambda),
           ylab = "log-Likelihood", ...)

    ## S3 method for class 'formula':
    boxcox(object, lambda = seq(-2, 2, 1/10), plotit = TRUE,
           interp, eps = 1/50, xlab = expression(lambda),
           ylab = "log-Likelihood", ...)

    ## S3 method for class 'lm':
    boxcox(object, lambda = seq(-2, 2, 1/10), plotit = TRUE,
           interp, eps = 1/50, xlab = expression(lambda),
           ylab = "log-Likelihood", ...)

### Arguments

`object` | a formula or fitted model object. Currently only `lm` and `aov` objects are handled.
`lambda` | vector of values of `lambda` – default (-2, 2) in steps of 0.1.
`plotit` | logical which controls whether the result should be plotted.
`interp` | logical which controls whether spline interpolation is used. Default to `TRUE` if plotting with `lambda` of length less than 100.
`eps` | Tolerance for `lambda = 0`; defaults to 0.02.
`xlab` | defaults to `"lambda"`.
`ylab` | defaults to `"log-Likelihood"`.
`...` | additional parameters to be used in the model fitting.

### Value

A list of the `lambda` vector and the computed profile log-likelihood vector, invisibly if the result is plotted.

### Side Effects

If `plotit = TRUE` plots loglik vs `lambda` and indicates a 95% confidence interval about the maximum observed value of `lambda`. If `interp = TRUE`, spline interpolation is used to give a smoother plot.

### References

Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations (with discussion). Journal of the Royal Statistical Society B, 26, 211–252.

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

### Examples

    boxcox(Volume ~ log(Height) + log(Girth), data = trees,
           lambda = seq(-0.25, 0.25, length = 10))

    boxcox(Days+1 ~ Eth*Sex*Age*Lrn, data = quine,
           lambda = seq(-0.05, 0.45, len = 20))

[Package MASS version 7.2-45 Index]