Many people may be able to access JASA of
that vintage through
http://www.jstor.org/browse#Statistics
-- one of the wonders of the internet world!
Nick
n.j.cox@durham.ac.uk
smerryman@kc.rr.com
> I am not sure. Papers I have read that use this
> transformation refer to:
>
> Burbidge, John B., Lonnie Magee, and A. Leslie Robb, 1988
> "Alternative Transformations
> Handle Extreme Values of the Dependent Variable" Journal of
> the American
> Statistical Association, 83(401).
>
> but I do not have access to this journal, so I am not sure
> how the optimal theta is
> derived.
>
> However, as z becomes large, ln(theta*z + sqrt(theta^2 * z^2
> +1 )) is approximately
> equal to ln(2*theta) + ln(z), which a simply a shift in the
> logarithm
> (Pence, Karen M., "401(k)s and Household Saving: New Evidence
> from the Survey of
> Consumer Finances," FEDS Working Paper 2002-06, January 2002.
> http://www.federalreserve.gov/pubs/feds/2002/200206/200206pap.pdf ).
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