boxcox {trafo}

Box-Cox transformation for linear models

Description

The function transforms the dependent variable of a linear model using the Box-Cox transformation. The transformation parameter can either be estimated using different estimation methods or given. The Box-Cox transformation is only defined for positive response values. In case the response contains zero or negative values a shift is automatically added such that y + shift > 0.

Usage

boxcox(object, lambda = "estim", method = "ml", lambdarange = c(-2,
  2), plotit = TRUE)

Arguments

object

an object of type lm.

lambda

either a character named "estim" if the optimal transformation parameter should be estimated or a numeric value determining a given value for the transformation parameter. Defaults to "estim".

method

a character string. Different estimation methods can be used for the estimation of the optimal transformation parameter: (i) Maximum likelihood approach ("ml"), (ii) Skewness minimization ("skew"), (iii) Kurtosis optimization ("kurt"), (iv) Divergence minimization by Kolmogorov-Smirnov ("div.ks"), by Cramer-von-Mises ("div.cvm") or by Kullback-Leibler ("div.kl"). Defaults to "ml".

lambdarange

a numeric vector with two elements defining an interval that is used for the estimation of the optimal transformation parameter. Defaults to c(-2, 2).

plotit

logical. If TRUE, a plot that illustrates the optimal transformation parameter or the given transformation parameter is returned. Defaults to TRUE.

Value

An object of class trafo. Methods such as as.data.frame.trafo and print.trafo can be used for this class.

References

Box GEP, Cox DR (1964). An Analysis of Transformations. Journal of the Royal Statistical Society B, 26(2), 211-252.

Examples

# Load data
data("cars", package = "datasets")

# Fit linear model
lm_cars <- lm(dist ~ speed, data = cars)

# Transform dependent variable using skewness minimization
boxcox(object = lm_cars, method = "skew", plotit = FALSE)