The Box-Cox 依變數轉換之技巧

Abstract

The use of transformation can usually simplify the analysis of data, especiallywhen the original observations deviate from the underlying assumption of linearmodel. Box-Cox transformation receives much more attention than others. Inthis dissertation, we will review the theory about the estimation, hypotheses test on transformation parameter and about the sensitivity of the linear model parameters. Monte Carlo simulation is used to study the performance of the transformation. We also display whether Box-Cox transformation makes the transformed observations satisfy the assumption of linear model actually.