A GIC rule for assessing data transformation in regression

DOI10.1016/J.SPL.2004.01.019MaRDI QIDQ1770069zbMATH OpenOpenAlexFDO

Authors Heung Wong, Songgui Wang, Zhong-Zhen Jia, Wai-cheung Ip

Publication date 7 April 2005

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2004.01.019

zbMATH Keywords

Box-Cox transformationConstructed variableGeneralized information criterionPenalty parameter

Mathematics Subject Classification ID

Linear regression; mixed models (62J05)

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• Estimating the box-cox transformation via shapiro-wilkWStatistic
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Cites work

• A note on the selection of data transformations
• Asymptotic properties of criteria for selection of variables in multiple regression
• Asymptotic theory for Box-Cox transformations in linear models.
• Diagnostic Tests for Transformations
• Estimating the dimension of a model
• scientific article; zbMATH DE number 3899977 (Why is no real title available?)
• scientific article; zbMATH DE number 3802680 (Why is no real title available?)
• scientific article; zbMATH DE number 3251902 (Why is no real title available?)
• Linear Model Selection by Cross-Validation
• Model selection under nonstationarity: Autoregressive models and stochastic linear regression models
• Modified AIC rule for model selection in combination with prior estimated noise models
• Some Comments on C P
• Statistical predictor identification
• The Analysis of Transformed Data
• The Relationship between Variable Selection and Data Agumentation and a Method for Prediction
• Transformations and Influential Cases in Regression
• Variable Selection in Nonparametric Regression with Categorical Covariates

Cited in

(4)

• Generalized Box-Cox transformations
• A KNOWLEDGE-BASED VARIABLE SELECTION METHOD FOR BOX-COX TRANSFORMATION
• In memory of Professor Wang Songgui (1942--2025)
• Transformations, regression geometry and \(R^2\)

Describes a project that uses

Uses Software

• MINITAB

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