Journal ArticleDOI
An Analysis of Transformations
George E. P. Box,David Cox +1 more
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In this article, Lindley et al. make the less restrictive assumption that such a normal, homoscedastic, linear model is appropriate after some suitable transformation has been applied to the y's.Abstract:
[Read at a RESEARCH METHODS MEETING of the SOCIETY, April 8th, 1964, Professor D. V. LINDLEY in the Chair] SUMMARY In the analysis of data it is often assumed that observations Yl, Y2, *-, Yn are independently normally distributed with constant variance and with expectations specified by a model linear in a set of parameters 0. In this paper we make the less restrictive assumption that such a normal, homoscedastic, linear model is appropriate after some suitable transformation has been applied to the y's. Inferences about the transformation and about the parameters of the linear model are made by computing the likelihood function and the relevant posterior distribution. The contributions of normality, homoscedasticity and additivity to the transformation are separated. The relation of the present methods to earlier procedures for finding transformations is discussed. The methods are illustrated with examples.read more
Citations
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Box-cox quantile regression and the distribution of firm sizes
José A. F. Machado,José Mata +1 more
TL;DR: In this article, the authors used the Box-Cox quantile regression model to analyse the size distribution of firms in Portuguese manufacturing during the 1980s and found that over time the distribution shifted towards smaller firms, due mainly to the way the economy responds to industry characteristics rather than to changes of the level of these characteristics.
Journal ArticleDOI
Estimation of a semiparametric transformation model
TL;DR: In this paper, consistent estimators for transformation parameters in semiparametric models are proposed, where the objective is to find the optimal transformation into the space of models with a predetermined regression structure like additive or multiplicative separability.
Journal ArticleDOI
Lassoing the HAR Model: A Model Selection Perspective on Realized Volatility Dynamics
Francesco Audrino,Simon Knaus +1 more
TL;DR: It is proved that the least absolute shrinkage and selection operator (Lasso) recovers the lags structure of the HAR model asymptotically if it is the true model, and Monte Carlo evidence in finite samples is presented.
Journal ArticleDOI
Forecasting weekly evapotranspiration with ARIMA and artificial neural network models.
TL;DR: Reference evapotranspiration (ET0) prediction is fundamental in planning, design, and management of water resources as mentioned in this paper, and information about the parameters defining water resources availability is a key factor in their management.
Journal ArticleDOI
Rapid identification of oil-contaminated soils using visible near-infrared diffuse reflectance spectroscopy.
Somsubhra Chakraborty,David C. Weindorf,Cristine L.S. Morgan,Yufeng Ge,John M. Galbraith,Bin Li,Charanjit S. Kahlon +6 more
TL;DR: Because VisNIR DRS was promising for rapidly predicting soil petroleum hydrocarbon content, future research is warranted to evaluate the methodology for identifying petroleum contaminated soils.
References
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Book
Theory of probability
Harold Jeffreys,R. Bruce Lindsay +1 more
TL;DR: In this paper, the authors introduce the concept of direct probabilities, approximate methods and simplifications, and significant importance tests for various complications, including one new parameter, and various complications for frequency definitions and direct methods.
Journal ArticleDOI
Theory of Probability.
Ernest Nagel,Harold Jeffreys +1 more
TL;DR: In this paper, the authors introduce the concept of direct probabilities, approximate methods and simplifications, and significant importance tests for various complications, including one new parameter, and various complications for frequency definitions and direct methods.
Book ChapterDOI
Properties of Sufficiency and Statistical Tests
TL;DR: In this article, the structure of small sample tests, whether these are related to problems of estimation and fiducial distributions, or are of the nature of tests of goodness of fit, is considered further.
Journal ArticleDOI
The use of transformations.
TL;DR: In this paper, the authors summarize the transformations which have been used on raw statistical data, with particular reference to analysis of variance, and the usual purpose of the transformation is to change the scale of the measurements in order to make the analysis more valid.
Journal ArticleDOI
One Degree of Freedom for Non-Additivity
TL;DR: The present writer is usually much more concerned with and worried about non-additivity, and until recently has suffered from the lack of a systematic way to seek it out, and then to measure it.