Power transformation via multivariate Box–Cox
Charles Lindsey
Texas A & M University
Department of Statistics
College Station, TX
[email protected]
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Simon Sheather
Texas A & M University
Department of Statistics
College Station, TX
[email protected]
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Abstract. We present a new Stata estimation program, mboxcox, that computes the
normalizing scaled power transformations for a set of variables. The
multivariate Box–Cox method (defined in Velilla, 1993, Statistics
and Probability Letters 17: 259–263; used in Weisberg, 2005,
Applied Linear Regression [Wiley]) is used to determine the
transformations. We demonstrate using a generated example and a real
dataset.
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Charles Lindsey, Simon Sheather
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mboxcox, mbctrans, boxcox, regress
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