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引用
期刊论文
A GIC rule for assessing data transformation inregression
Statistics & Probability Letters 68(2004)105-110,-0001,():
The functional form used in regression may be generalized by the Box-Cox transformation. We adopt the generalized information criterion (GIC) approach to determine a need for Box-Cox (J. Roy. Statist. Soc. Ser. B 26 (1964) 211) transformation of the response variable. The utilization of the constructed variable reduces the problem to one of variable selectionbased onGIC. Our method leads to comparing the partial correlation coe8cient between the dependent variable and the constructed variable of an arti:cial regression, with critical values depending on a penalty parameter. The method is illustrated with simulation examples and several well-knownexamples from the literature inregressiondiagn ostics.
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