Linked Questions
17 questions linked to/from Intuition behind Box-Cox transform
3
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fractional power transformation [duplicate]
I am making my first thorough exploration of transformations.
My primary goal is to improve the normality of the residuals following a mixed effects model fit. For some of my response variables, ...
0
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0
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Box-cox transformation question about the formula [duplicate]
Recently I am learning box-cox transformation. I know the transformation is to make data normal. And the formula for box-cox is:
However, I am confused why when people get lambda, they will do the ...
8
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3
answers
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Log or square-root transformation for ARIMA
With the below dataset, I have a series which needs transforming. Easy enough. However, how do you decide which of the SQRT or LOG transformations is better? And how do you draw that conclusion?
<...
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9
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1
answer
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How is the Box-Cox transformation valid?
The Box-Cox transformation transforms our data into a normal distribution.
How is that even a proper technique? What if our data didn't come from a normal distribution? How could someone just blindly ...
user46925
14
votes
2
answers
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Why is the median of an even number of samples the arithmetic mean?
When calculating the median for an even number of samples, we sort the samples and take the arithmetic mean of the two in the middle.
This seems quite arbitrary - it assumes the best way to ...
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8
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1
answer
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How do I find a variance-stabilizing transformation?
I wonder how to solve this classical problem:
Recall that for a binomial proportion $\hat p$ based on a sample of size $n$ we have $$E(\hat p)=p$$ and $$\operatorname{Var}(\hat p) = p(1-p)/n.$$ ...
3
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2
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Natural log approximation
I've got an equation that contains
$$x^p - 1$$
$x$ is any positive number (such as 2) and $p$ is a small positive number close to 0 (such as 0.001).
For some reason (that I may have known in High ...
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7
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1
answer
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Interpreting the Lambdas of Yeo Johnson Transformation?
The following is the table of Lambda values that describe what the resulting dataset would look like after a Box Cox transformation:
What is the equivalent table for Yeo Johnson's lambda values? Cant ...
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7
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2
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Question on Linear Regression: What is a good transformation for this data?
$\newcommand{\rv}[1]{\texttt{#1}}$The Question: The wealth in billions of dollars for $232$ billionaires is
given in $\rv{fortune}.$ Determine a transformation on the response to facilitate linear
...
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3
votes
2
answers
2k
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Simple Problem with Box-Cox Transformation in a Time Series Model
I am running into some problems with data transformations I am doing as part of a time series model I am building.
I am doing the following transformations in the following order on my target ...
- 125
1
vote
1
answer
842
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how to select the best non-linear model that represents the data?
I have developed different non-linear models, all of them follow the following formula:
y=b0 + b1*(x1)^b2 + b3*(x2)^b4
where y is the dependent variable;x1 and x2 are independent variables;b0, b1, b2, ...
3
votes
2
answers
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Categorizing river discharge data
I'm struggling with figuring out the best way to break up my river discharge data in a way that I can use it as a factor for further analysis. I'm currently manipulating the data in R but plan to pull ...
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0
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0
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457
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Transformed Data with Boxcox and negative Lambda
unfortunately I'm a statistics beginner. I am trying to transform my data. Here, according to Boxcox, a transformation with negative lambda has resulted ( L =-0.25).
But If I now run a T-tests with ...
- 1
0
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0
answers
286
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Impact of having negative Box-Cox lambdas on a Tau correlation matrix
I'm trying to make the marginal distributions of my data easier to fit by first applying a Box-Cox transformation and then standardizing the transformed data. My concern is, as this is a multivariate ...
- 215
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Box-Cox, Exogenous Variables and Time Series Models
I am building time series models using SARIMAX from Statsmodels (Python).
The independent variables in my models include 3 to 5 exogenous variables that are other than the target variable I am trying ...
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