boxCox {car} | R Documentation

## Box-Cox Transformations for Linear Models

### Description

Computes and optionally plots profile log-likelihoods for the parameter of the Box-Cox power family, the Yeo-Johnson power family, or for either of the parameters in a skew power family. This is a slight generalization of the `boxcox` function in the MASS package that allows for families of transformations other than the Box-Cox power family.

### Usage

    boxCox(object, ...)

    ## Default S3 method:
    boxCox(object,
            lambda = seq(-2, 2, 1/10), plotit = TRUE,
            interp = plotit, eps = 1/50,
            xlab=NULL, ylab=NULL,
            family="bcPower",
            param=c("lambda", "gamma"), gamma=NULL,
            grid=TRUE, ...)

    ## S3 method for class 'formula'
    boxCox(object, lambda = seq(-2, 2, 1/10), plotit = TRUE, ...)

    ## S3 method for class 'lm'
    boxCox(object, lambda = seq(-2, 2, 1/10), plotit = TRUE, ...)

### Arguments

`object` | a formula or fitted model object of class `lm` or `aov`.
`lambda` | vector of values of lambda, with default (-2, 2) in steps of 0.1, where the profile log-likelihood will be evaluated.
`plotit` | logical which controls whether the result should be plotted; default `TRUE`.
`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"` or `"gamma"`.
`ylab` | defaults to `"log-Likelihood"` or for skewPower family to the appropriate label.
`family` | Defaults to `"bcPower"` for the Box-Cox power family of transformations. If set to `"yjPower"` the Yeo-Johnson family, which permits negative responses, is used. If set to `skewPower` the function gives the profile log-likelihood for the parameter selected via `param`.
`param` | Relevant only to `family="skewPower"`, produces a profile log-likelihood for the parameter selected, maximizing over the remaining parameter.

`gamma`

For use when the `family="skewPower", param="gamma"`. If this is a vector of positive values, then the profile log-likelihood for the location (or start) parameter in the skew power family is evaluated at these values of gamma. If gamma is `NULL`, then evaulation is done at 100 equally spaced points between `min(.01, gmax - 3*se)` and `gmax + 3*se`, where `gmax` is the maximimul likelihood estimate of gamma, and `se` is its estimated standard error. See `skewPower` for the definition of `gamma`.

`grid` | If TRUE, the default, a light-gray background grid is put on the graph.
`...` | passes arguments from methods to the default, or from the default to `plot`.

### Details

This routine is an elaboration of the `boxcox` function in the MASS package. The first 7 arguments are the same as in `boxcox`, and if the argument `family="bcPower"` is used, the result is essentially identical to the function in MASS. Two additional families are the `yjPower` and `skewPower` families that allow a few values of the response to be non-positive. The skew power family has two parameters a power lambda and a start or location parameter gamma, and this functin can be used to obtain a profile log-likelihood for either parameter.

### Value

A list of the lambda (or possibly, gamma) vector and the computed profile log-likelihood vector, invisibly if the result is plotted. If `plotit=TRUE` plots log-likelihood vs lambda and indicates a 95 lambda. If `interp=TRUE`, spline interpolation is used to give a smoother plot.

### Author(s)

Sanford Weisberg, <sandy@umn.edu>

### References

Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations. Journal of the Royal Statisistical Society, Series B. 26 211-46.

Cook, R. D. and Weisberg, S. (1999) Applied Regression Including Computing and Graphics. Wiley.

Fox, J. (2008) Applied Regression Analysis and Generalized Linear Models, Second Edition. Sage.

Fox, J. and Weisberg, S. (2011) An R Companion to Applied Regression, Second Edition, Sage.

Hawkins, D. and Weisberg, S. (2015) Combining the Box-Cox Power and Genralized Log Transformations to Accomodate Negative Responses, submitted for publication.

Weisberg, S. (2014) Applied Linear Regression, Fourth Edition, Wiley.

Yeo, I. and Johnson, R. (2000) A new family of power transformations to improve normality or symmetry. Biometrika, 87, 954-959.

### See Also

`boxcox`, `yjPower`, `bcPower`, `skewPower`, `powerTransform`

### Examples

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

      data("quine", package = "MASS")
      boxCox(Days ~ Eth*Sex*Age*Lrn, data = quine,
             lambda = seq(-0.05, 0.45, len = 20), family="yjPower")

[Package car version 2.1-2 Index]