Free Statistics

of Irreproducible Research!

Author's title

Author*The author of this computation has been verified*
R Software Modulerwasp_boxcoxlin.wasp
Title produced by softwareBox-Cox Linearity Plot
Date of computationTue, 11 Nov 2008 11:56:39 -0700
Cite this page as followsStatistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?v=date/2008/Nov/11/t1226429841tnswyk5l8c22rqq.htm/, Retrieved Sat, 18 May 2024 16:48:38 +0000
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL https://freestatistics.org/blog/index.php?pk=23831, Retrieved Sat, 18 May 2024 16:48:38 +0000
QR Codes:

Original text written by user:
IsPrivate?No (this computation is public)
User-defined keywords
Estimated Impact170
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
F     [Pearson Partial Correlation] [Workshop 4] [2007-10-30 14:41:06] [c8ea599e5a03d5b991b7fa762eaf839d]
F RMPD    [Box-Cox Linearity Plot] [Q3 Box-Cox Linear...] [2008-11-11 18:56:39] [35348cd8592af0baf5f138bd59921307] [Current]
Feedback Forum
2008-11-22 20:54:06 [Nilay Erdogdu] [reply
Het doel van de box cox linearity plot is het zoeken van de transformatie van de variabele x dat de correlatie tussen de y- en de x- variabele maximaliseert. Yt wordt de endogene dataset die we zullen proberen te voorspellen. De optimale lamda is hier -2, dus verschillend van 1. Wanneer we de oorspronkelijke residuals gaan vergelijken met de getransformeerde, merken we nauwelijks verschil op. Dit wil zeggen dat de transformatie geen meerwaarde biedt.
2008-11-24 09:09:09 [Stéphanie Claes] [reply
De box-cox transformation heeft tot doel met een bepaalde parameter de waarde gaan transformeren.
We hebben 2 variabelen, scatterplot kan doen vermoeden dat er een verband is, maar het is niet lineair => kromme lijn.
Het lijkt alsof er links een maximum bereikt wordt (als we kijken naar box-cox-plot), dan moet je -2 gebruiken om te lineairiseren.
Als je het maximum niet zou kunnen zien dan kan je geen besluit nemen.

Post a new message
Dataseries X:
7,8
7,6
7,5
7,6
7,5
7,3
7,6
7,5
7,6
7,9
7,9
8,1
8,2
8,0
7,5
6,8
6,5
6,6
7,6
8,0
8,0
7,7
7,5
7,6
7,7
7,9
7,8
7,5
7,5
7,1
7,5
7,5
7,6
7,7
7,7
7,9
8,1
8,2
8,2
8,1
7,9
7,3
6,9
6,6
6,7
6,9
7,0
7,1
7,2
7,1
6,9
7,0
6,8
6,4
6,7
6,7
6,4
6,3
6,2
6,5
6,8
6,8
6,5
6,3
5,9
5,9
6,4
6,4
Dataseries Y:
9,0
9,1
8,7
8,2
7,9
7,9
9,1
9,4
9,5
9,1
9,0
9,3
9,9
9,8
9,4
8,3
8,0
8,5
10,4
11,1
10,9
9,9
9,2
9,2
9,5
9,6
9,5
9,1
8,9
9,0
10,1
10,3
10,2
9,6
9,2
9,3
9,4
9,4
9,2
9,0
9,0
9,0
9,8
10,0
9,9
9,3
9,0
9,0
9,1
9,1
9,1
9,2
8,8
8,3
8,4
8,1
7,8
7,9
7,9
8,0
7,9
7,5
7,2
6,9
6,6
6,7
7,3
7,5




Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24

\begin{tabular}{lllllllll}
\hline
Summary of computational transaction \tabularnewline
Raw Input & view raw input (R code)  \tabularnewline
Raw Output & view raw output of R engine  \tabularnewline
Computing time & 2 seconds \tabularnewline
R Server & 'Sir Ronald Aylmer Fisher' @ 193.190.124.24 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=23831&T=0

[TABLE]
[ROW][C]Summary of computational transaction[/C][/ROW]
[ROW][C]Raw Input[/C][C]view raw input (R code) [/C][/ROW]
[ROW][C]Raw Output[/C][C]view raw output of R engine [/C][/ROW]
[ROW][C]Computing time[/C][C]2 seconds[/C][/ROW]
[ROW][C]R Server[/C][C]'Sir Ronald Aylmer Fisher' @ 193.190.124.24[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=23831&T=0

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=23831&T=0

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'Sir Ronald Aylmer Fisher' @ 193.190.124.24







Box-Cox Linearity Plot
# observations x68
maximum correlation0.73128174085834
optimal lambda(x)-2
Residual SD (orginial)0.669431016696626
Residual SD (transformed)0.64534809608437

\begin{tabular}{lllllllll}
\hline
Box-Cox Linearity Plot \tabularnewline
# observations x & 68 \tabularnewline
maximum correlation & 0.73128174085834 \tabularnewline
optimal lambda(x) & -2 \tabularnewline
Residual SD (orginial) & 0.669431016696626 \tabularnewline
Residual SD (transformed) & 0.64534809608437 \tabularnewline
\hline
\end{tabular}
%Source: https://freestatistics.org/blog/index.php?pk=23831&T=1

[TABLE]
[ROW][C]Box-Cox Linearity Plot[/C][/ROW]
[ROW][C]# observations x[/C][C]68[/C][/ROW]
[ROW][C]maximum correlation[/C][C]0.73128174085834[/C][/ROW]
[ROW][C]optimal lambda(x)[/C][C]-2[/C][/ROW]
[ROW][C]Residual SD (orginial)[/C][C]0.669431016696626[/C][/ROW]
[ROW][C]Residual SD (transformed)[/C][C]0.64534809608437[/C][/ROW]
[/TABLE]
Source: https://freestatistics.org/blog/index.php?pk=23831&T=1

Globally Unique Identifier (entire table): ba.freestatistics.org/blog/index.php?pk=23831&T=1

As an alternative you can also use a QR Code:  

The GUIDs for individual cells are displayed in the table below:

Box-Cox Linearity Plot
# observations x68
maximum correlation0.73128174085834
optimal lambda(x)-2
Residual SD (orginial)0.669431016696626
Residual SD (transformed)0.64534809608437



Parameters (Session):
par1 = ward ; par2 = ALL ; par3 = FALSE ; par4 = FALSE ;
Parameters (R input):
R code (references can be found in the software module):
n <- length(x)
c <- array(NA,dim=c(401))
l <- array(NA,dim=c(401))
mx <- 0
mxli <- -999
for (i in 1:401)
{
l[i] <- (i-201)/100
if (l[i] != 0)
{
x1 <- (x^l[i] - 1) / l[i]
} else {
x1 <- log(x)
}
c[i] <- cor(x1,y)
if (mx < abs(c[i]))
{
mx <- abs(c[i])
mxli <- l[i]
}
}
c
mx
mxli
if (mxli != 0)
{
x1 <- (x^mxli - 1) / mxli
} else {
x1 <- log(x)
}
r<-lm(y~x)
se <- sqrt(var(r$residuals))
r1 <- lm(y~x1)
se1 <- sqrt(var(r1$residuals))
bitmap(file='test1.png')
plot(l,c,main='Box-Cox Linearity Plot',xlab='Lambda',ylab='correlation')
grid()
dev.off()
bitmap(file='test2.png')
plot(x,y,main='Linear Fit of Original Data',xlab='x',ylab='y')
abline(r)
grid()
mtext(paste('Residual Standard Deviation = ',se))
dev.off()
bitmap(file='test3.png')
plot(x1,y,main='Linear Fit of Transformed Data',xlab='x',ylab='y')
abline(r1)
grid()
mtext(paste('Residual Standard Deviation = ',se1))
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Box-Cox Linearity Plot',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'# observations x',header=TRUE)
a<-table.element(a,n)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'maximum correlation',header=TRUE)
a<-table.element(a,mx)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'optimal lambda(x)',header=TRUE)
a<-table.element(a,mxli)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Residual SD (orginial)',header=TRUE)
a<-table.element(a,se)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Residual SD (transformed)',header=TRUE)
a<-table.element(a,se1)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable.tab')