st: Interpretation of Box-Cox Results


From: Charalambos Karagiannakis <karagiannakis.charalambos@ucy.ac.cy>
Subject: st: Interpretation of Box-Cox Results
Date: Fri, 07 Dec 2012 16:40:56 +0200

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Dear Statalist users,

 

Hello. I run a Box-Cox transformation for only the dependent variable using
the command boxcox and I would appreciate some help with the interpretation
of the results. 



The Box-Cox transform parameter 'theta' turns out to be very close to zero
and statistical significant (namely, -0.0730 with a s.e. of 0.0091).
However, at the bottom table where different null hypotheses for theta are
tested, all three cases (H0:theta=-1, H0:theta=0, H0:theta=1) return a 0.000
p-value, rejecting all the possible specifications (reciprocal, log and
linear specification respectively). How could one interpret this result?

 

Thank you in advance. 



Harris Karagiannakis

 


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vlink=3Dpurple><div class=3DWordSection1><p class=3DMsoNormal><span =
style=3D'font-size:12.0pt;font-family:"Times New Roman","serif"'>Dear =
Statalist users,<o:p></o:p></span></p><p class=3DMsoNormal><span =
style=3D'font-size:12.0pt;font-family:"Times New =
Roman","serif"'><o:p>&nbsp;</o:p></span></p><p class=3DMsoNormal><span =
style=3D'font-size:12.0pt;font-family:"Times New Roman","serif"'>Hello. =
I run a Box-Cox transformation for only the dependent variable using the =
command boxcox and I would appreciate some help with the interpretation =
of the results. <br><br><o:p></o:p></span></p><p class=3DMsoNormal><span =
style=3D'font-size:12.0pt;font-family:"Times New Roman","serif"'>The =
Box-Cox transform parameter &#8216;theta&#8217; turns out to be very =
close to zero and statistical significant (namely, -0.0730 with a s.e. =
of 0.0091). However, at the bottom table where different null hypotheses =
for theta are tested, all three cases (H0:theta=3D-1, H0:theta=3D0, =
H0:theta=3D1) return a 0.000 p-value, rejecting all the possible =
specifications (reciprocal, log and linear specification respectively). =
How could one interpret this result?<o:p></o:p></span></p><p =
class=3DMsoNormal><span style=3D'font-size:12.0pt;font-family:"Times New =
Roman","serif"'><o:p>&nbsp;</o:p></span></p><p class=3DMsoNormal><span =
style=3D'font-size:12.0pt;font-family:"Times New Roman","serif"'>Thank =
you in advance. <br><br><o:p></o:p></span></p><p class=3DMsoNormal><span =
style=3D'font-size:12.0pt;font-family:"Monotype =
Corsiva";color:#004080;mso-fareast-language:EN-GB'>Harris =
Karagiannakis</span><span =
style=3D'font-size:12.0pt;mso-fareast-language:EN-GB'><o:p></o:p></span><=
/p><p class=3DMsoNormal><o:p>&nbsp;</o:p></p></div></body></html>=

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Next Article (by Date): Re: st: Parametric competing-risks hazard model Eleonora Paesen
Previous Article (by Date): Re: st: data file for use with sem() William Buchanan
Next in Thread: Re: st: Interpretation of Box-Cox Results Nick Cox
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