[R] Re: your mail
William.Venables at cmis.CSIRO.AU
Fri Feb 4 00:13:05 CET 2000
OK, this is not R, but my curiosity has got the better of me.
> > On Wed, 2 Feb 2000, Adriane Leal wrote:
> > > I'd like to perform a box-cox transformation to a data set and also plot
> > > lambda versus L(lambda) using R. Does anybody knows how can I do such a
> > > thing?
> gnlr3 in my gnlm library does both linear and nonlinear models with
> Box-Cox transformation.
I'm really curious to know why you would want to do a box-cox
transformation model on top of a non-linear model.
It seems to me linear models are often used as a local,
investigative tool and the box-cox transformation is really an
extension of this aspect of linear models to look for a scale of
measurement where some sort of simplicity of structure is
apparent, like homogeneity of variance, additivity and so on.
By contrast I regard non-linear models as appropriate where the
investigative phase is well and truly over. I would never fit a
non-linear model unless I had some pretty clear idea that it was
going to be appropriate, preferably with a solid theory behind
it, beginning with the scale of measurement. If you need to hunt
around for a scale of measurement in which your non-linear model
looks reasonable, I become very skeptical about whether there was
any solid basis for a specific non-linear model in the first
I must admit, though, I have seen papers on fitting box-cox
transformed non-linear models before (at least in tech report
form) so am I missing something? Does anyone have a good example
of where a box-cox transformed non-linear model is clearly an
appropriate thing to use?
> However, it is somewhat nonstandard as it
> renormalizes to obtain a true density whereas the standard
> transformation creates a function that is not a density because of the
> constraint that only positive values can be transformed but the normal
> distribution is on the whole real line. Jim
Again, under my contention that box-cox transformed models are
largely investigative tools, I wonder if this refinement is going
to pay off very much.
Brian Ripley wrote the first version of our box-cox and I did
some fiddling with it to make it a bit slicker. At the time I
thought about this kind of extension but decided against any on
the grounds (a) that I could not see much use for them and (b)
they could send the wrong message to users. I have to say I
still think so.
Bill Venables, Statistician, CMIS Environmetrics Project
CSIRO Marine Labs, PO Box 120, Cleveland, Qld, AUSTRALIA. 4163
Tel: +61 7 3826 7251 Email: Bill.Venables at cmis.csiro.au
Fax: +61 7 3826 7304 http://www.cmis.csiro.au/bill.venables/
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