The Box-Cox Transformation : A Review
碩士 === 國立政治大學 === 統計學系 === 84 === The use of transformation can usually simplify the analysis of data, especiallywhen the original observations deviate from the underlying assumption of linearmodel. Box-Cox transformation receives much more attention tha...
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Format: | Others |
Language: | zh-TW |
Online Access: | http://ndltd.ncl.edu.tw/handle/77794050077272188464 |
Summary: | 碩士 === 國立政治大學 === 統計學系 === 84 === The use of transformation can usually simplify the analysis of
data, especiallywhen the original observations deviate from the
underlying assumption of linearmodel. Box-Cox transformation
receives much more attention than others. Inthis dissertation,
we will review the theory about the estimation, hypotheses test
on transformation parameter and about the sensitivity of the
linear model parameters. Monte Carlo simulation is used to
study the performance of the transformation. We also display
whether Box-Cox transformation makes the transformed
observations satisfy the assumption of linear model actually.
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