Estimating Optimal Transformations for Multiple Regression and Correlation.
CALIFORNIA UNIV BERKELEY DEPT OF STATISTICS
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Nonlinear transformation of variables is a commonly used practice in regression problems. Two common goals are stabilization of error variance and asymmetrizationnormalization of error distribution. A more comprehensive goal, and the one we adopt, is to find those transformations that produce the best fitting additive model. Knowledge of such transformations aid in the interpretation and understanding of the relationship between the response and predictors.
- Statistics and Probability