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A Note on the Variance of the Box‐Cox Regression Transformation Estimate
Author(s) -
Lawrance A. J.
Publication year - 1987
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347554
Subject(s) - statistics , power transform , transformation (genetics) , econometrics , regression analysis , regression , mathematics , variance (accounting) , economics , biochemistry , chemistry , geometry , consistency (knowledge bases) , accounting , gene
SUMMARY An asymptotically justified expression is given for the estimated variance of the transformation parameter estimate in standard Box‐Cox regression transformation. A simulation study illustrates the finite sample case and the asymptotic result.
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