bcreg function

Linear regression model with the Box-Cox Transformation.

bcreg returns the maximum likelihood estimates for parameters of the linear regression models with the Box-Cox transformation (Box and Cox, 1964).

bcreg(formula, data, lmdint = c(-3, 3))

Arguments

• formula: a two-sided linear formula object describing the model, with the response on the left of a ~ operator and the terms, separated by + operators, on the right.
• data: a data frame in which to interpret the variables named in the formula.
• lmdint: a vector containing the end-points of the interval to be searched for a transformation parameter. Default is c(-3, 3).

Returns

bcreg returns a list including following components:

• lambda: a numeric value with the estimate of the transformation parameter.

• beta: a vector with the estimates of the regression parameters.

• sigma: a numeric value with the estimate of the scale parameter.

• betainf: a data frame with inference results for beta

   under the assumption that `lambda` is known.
  

• lik: a numeric value with the maximized likelihood.

• lmObject: an object of "lm" containing the results of lm function on the transformed scale

Examples

data(aidscd4)
  #Transformation of baseline observation for aid.cd4 data
  bcreg(cd4.bl ~ 1, aidscd4[aidscd4$weekc == 8, ])

References

Box, G.E.P. and Cox, D.R. (1964). An analysis of transformations (with discussion). Journals of the Royal Statistical Society, Series B, 26, 211-246, tools:::Rd_expr_doi("10.1111/j.2517-6161.1964.tb00553.x") .

See Also

lm