Local influence in Box-Cox transformation for multivariate regression data

被引：0
|
作者：
Kim, MG [1 ]
机构：
[1] SEOWON UNIV,DEPT APPL STAT,CHUNG BUK 360742,SOUTH KOREA
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 1996年 / 25卷 / 12期
关键词：
Box-Cox transformation; local influence; multivariate regression; perturbation;
D O I：
暂无
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
The Box-Cox power family of transformations for multivariate regression data is considered. The influence of cases on the maximum likelihood estimators of the transformation parameters is investigated using the local influence approach. An example is given to illustrate the local influence method and to show the effectiveness of the method.
引用
收藏
页码：2955 / 2969
页数：15
相关论文
共 50 条
  • [1] IMPROVING REGRESSION ANALYSIS WITH BOX-COX TRANSFORMATION IN A BAYESIAN FRAMEWORK
    Anthonysamy, Victor
    Babu, S. K. Khadar
    JOURNAL OF APPLIED MATHEMATICS & INFORMATICS, 2024, 42 (06): : 1293 - 1306
  • [2] A note on the use of the Box-Cox transformation for financial data
    Kartsonakis-Mademlis, Dimitrios
    Dritsakis, Nikolaos
    INTERNATIONAL JOURNAL OF COMPUTATIONAL ECONOMICS AND ECONOMETRICS, 2020, 10 (04) : 419 - 422
  • [3] SHRINKAGE ESTIMATION IN NONLINEAR-REGRESSION - THE BOX-COX TRANSFORMATION
    KIM, MB
    HILL, RC
    JOURNAL OF ECONOMETRICS, 1995, 66 (1-2) : 1 - 33
  • [4] AN APPLICATION OF BOX-COX TRANSFORMATION TO BIOSTATISTICS EXPERIMENT DATA
    Ahmad, Wan Muhamad Amir Wan
    Naing, Nyi Nyi
    Abd Halim, Nurfadhlina
    TROPICAL LIFE SCIENCES RESEARCH, 2008, 19 (01) : 137 - 145
  • [5] Compression of Spectral Data Using Box-Cox Transformation
    Rayat, Arash
    Amirshahi, Seyed Hossein
    Agahian, Farnaz
    COLOR RESEARCH AND APPLICATION, 2014, 39 (02) : 136 - 142
  • [6] More on the estimation of Box-Cox transformation
    Yang, ZL
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1997, 26 (03) : 1063 - 1074
  • [7] Box-Cox transformation for QTL mapping
    Yang, Runqing
    Yi, Nengjun
    Xu, Shizhong
    GENETICA, 2006, 128 (1-3) : 133 - 143
  • [8] Scale equivariance and the box-cox transformation
    Kemp, GCR
    ECONOMICS LETTERS, 1996, 51 (01) : 1 - 6
  • [9] FORECASTING USING REGRESSION MODEL WITH GARCH ERROR (BOX-COX TRANSFORMATION APPROACH)
    Mahmud, Zafar
    Qasim, Tahira Bano
    PAKISTAN JOURNAL OF STATISTICS, 2009, 25 (03): : 275 - 282
  • [10] CENSORED QUANTILE REGRESSION VIA BOX-COX TRANSFORMATION UNDER CONDITIONAL INDEPENDENCE
    Leng, Chenlei
    Tong, Xingwei
    STATISTICA SINICA, 2014, 24 (01) : 221 - U260
12345