Some Considerations in Estimating Data Transformations.
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WISCONSIN UNIV-MADISON MATHEMATICS RESEARCH CENTER
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In a recent paper Bickel and Doksum claimed that procedures proposed by Box and Cox for estimating a transformation can be costly and unstable. This document considers how the supposed cost and instability arise and illustrate the authors points by further analysis of textile data from the original paper. The analysis is used to make the further point that the cost of not making a transformation, when such is appropriate, can be extremely high. Some common sense advice on transformation analysis is given. Author
- Statistics and Probability