Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: Box-Cox estimation


From   Eva Tung <[email protected]>
To   [email protected]
Subject   st: Box-Cox estimation
Date   Thu, 6 May 2004 07:54:36 -0700 (PDT)

Hello all,
�
I�have�the following�questions�about Box-Cox
regression.
�
1. In the test�of significance of the�Box-Cox
transform parameters (theta�and lambda),�the�p-value
for lambda�in my model�is greater than 0.05. I read
the reference manual�and it interprets an
insignificant lambda as right-hand-side transformation
not significantly adding to the regression. However,
it seems that the null hypothesis is lambda being zero
which implies a natural logarithmic�form of the
variable. Does an insignificant lambda in fact mean
that natural logarithmic form of the variable cannot
be rejected?
�
2. When�only�one independent variable�is transformed,
the output states that lambda is not identified in the
restricted model for LR test but test statistic is
still provided.�Is the statistic valid for hypothesis
testing?
�
3. There is no robust option for Box-Cox
estimation.�How can I�obtain robust standard errors
for the estimation?
�
Thanks in advance.
�
Eva 





	
		
__________________________________
Do you Yahoo!?
Win a $20,000 Career Makeover at Yahoo! HotJobs  
http://hotjobs.sweepstakes.yahoo.com/careermakeover 
*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index