Timeline for BOX-COX TRANSFORMATION always stabilize variance
Current License: CC BY-SA 4.0
8 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Jun 14, 2019 at 20:17 | comment | added | Taylor | Internet searching “variance stabilization” probably won’t do a good job of suggesting alternatives. This is the word for using the delta method in a clever way, which is what Box Cox is based on. Box Cox is like the delta method but it automatically chooses the power for you by making it a parameter of the model. | |
| Jun 14, 2019 at 20:00 | comment | added | IrishStat | which is precisely why I said "may" in my answer /comments. . | |
| Jun 14, 2019 at 19:59 | comment | added | AdamO | Not necessarily, but many boxcox algos actually use a 3-parameter normal distribution so that, even for data that are heteroscedastic across a range of predictors, you can estimate a simple exponential rule (including log) that gives you a change of variable that is somewhat heteroscedastic. | |
| Jun 14, 2019 at 19:49 | comment | added | gung - Reinstate Monica | It does not necessarily make variance constant (see: Alternatives to one-way ANOVA for heteroskedastic data). | |
| Jun 14, 2019 at 19:34 | answer | added | IrishStat | timeline score: 2 | |
| Jun 11, 2019 at 16:43 | comment | added | mertcan | You are right but only method on Google is box cox. Whenever I search for variance stabilization box cox always pop up. That is why I consult you. Could tell me what are the other possible methods to make variance stabilize? | |
| Jun 11, 2019 at 12:43 | comment | added | Richard Hardy | None of the methods work in all situations and under all circumstances, and I would not expect Box-Cox transformation to be an exception to the rule. | |
| Jun 11, 2019 at 12:00 | history | asked | mertcan | CC BY-SA 4.0 |