| | *The author of this computation has been verified* | R Software Module: /rwasp_boxcoxlin.wasp (opens new window with default values) | Title produced by software: Box-Cox Linearity Plot | Date of computation: Wed, 29 Dec 2010 12:09:17 +0000 | | Cite this page as follows: | Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2010/Dec/29/t129362442305hwtm6dg9os8xe.htm/, Retrieved Wed, 29 Dec 2010 13:07:04 +0100 | | BibTeX entries for LaTeX users: | @Manual{KEY,
author = {{YOUR NAME}},
publisher = {Office for Research Development and Education},
title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2010/Dec/29/t129362442305hwtm6dg9os8xe.htm/},
year = {2010},
}
@Manual{R,
title = {R: A Language and Environment for Statistical Computing},
author = {{R Development Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = {2010},
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org},
}
| | Original text written by user: | | | IsPrivate? | No (this computation is public) | | User-defined keywords: | | | Dataseries X: | » Textbox « » Textfile « » CSV « | 09,166456
07,970589
07,104091
06,621064
07,529215
08,170938
08,157450
07,378962
07,921496
08,156740
08,856365
08,817177
08,734347
09,345927
08,992970
10,785120
08,886867
08,818847
08,823744
09,165298
08,652657
08,173054
07,563416
07,595809
08,381467
07,216432
06,540178
06,238914
05,487288
05,759462
05,993215
07,474726
07,348907
07,303379
07,119314
06,993780
06,958153
07,595706
08,088153
07,555753
07,315433
07,893427
08,858794
08,839367
08,014733
07,873465
08,930377
10,500550
12,611440
11,417870
11,872490
11,060820
12,043310
09,776299
09,557194
09,202590
10,224020
09,350807
08,300913
08,365779
08,133595
07,660470
08,074839
07,848597
07,998220
07,396895
07,900419
08,100500
07,899453
07,599783
08,100929
09,002175
10,298900
10,101520
10,699150
09,698140
09,800951
10,900470
10,697850
09,297252
10,397440
10,900720
12,901270
13,099060
11,698280
11,099870
11,301570
10,702110
10,099310
09,591119 | | Dataseries Y: | » Textbox « » Textfile « » CSV « | 01,303763
01,416094
01,052458
01,312283
01,309429
01,492409
01,026556
01,005406
01,334886
01,393873
01,128092
01,122787
01,213104
01,253528
01,094796
00,912944
01,195130
00,927499
00,965333
01,198078
00,966362
00,973685
00,994801
00,826262
00,688888
00,781307
00,604791
01,086240
00,774026
01,026032
00,676435
00,830525
00,791624
00,752391
00,670202
00,880336
00,914297
00,961042
00,930194
00,867966
00,989160
00,997288
00,798744
00,975379
00,934721
00,973234
00,815300
00,940209
00,794493
00,931340
00,922050
00,784517
00,822098
00,891026
00,807306
00,951441
01,147907
01,172609
01,281051
01,165962
00,978911
01,410951
01,197838
01,288368
01,102253
01,197657
01,299984
01,198611
01,299252
01,097604
01,399770
01,398396
01,401880
01,699717
01,397610
01,500135
01,400136
01,400427
01,341477
01,338580
01,482977
01,163253
01,328468
01,234550
01,484741
01,336579
01,339292
01,405225
01,333491
01,149740 | | Output produced by software: |
Box-Cox Linearity Plot | # observations x | 90 | maximum correlation | 0.356894047797814 | optimal lambda(x) | -2 | Residual SD (orginial) | 0.229091318648 | Residual SD (transformed) | 0.224324743517773 |
| | Charts produced by software: | | http://www.freestatistics.org/blog/date/2010/Dec/29/t129362442305hwtm6dg9os8xe/1pvmh1293624553.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/29/t129362442305hwtm6dg9os8xe/1pvmh1293624553.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/29/t129362442305hwtm6dg9os8xe/2pvmh1293624553.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/29/t129362442305hwtm6dg9os8xe/2pvmh1293624553.ps (open in new window) |
| http://www.freestatistics.org/blog/date/2010/Dec/29/t129362442305hwtm6dg9os8xe/30n4k1293624553.png (open in new window) | http://www.freestatistics.org/blog/date/2010/Dec/29/t129362442305hwtm6dg9os8xe/30n4k1293624553.ps (open in new window) |
| | Parameters (Session): | | | 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')
| |
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