Box Cox Regression Model. The cox regression model is also known as proportional hazards regression. When λ is zero the above definition is replaced by.
The box cox transformations procedure is designed to determine an optimal transformation for y while fitting a linear regression model. Example 2 in this example we model the transform of diastolic blood pressure as a linear combination of the untransformed body mass index cholesterol level age and sex. Boxcox box cox regression models 7 y j 0 1x 1j 2x 2j kx kj j where n 0 2.
The box cox transformations procedure is designed to determine an optimal transformation for y while fitting a linear regression model.
A few days ago a former student of mine david contacted me about box cox tests in linear models. The box cox transformation is named after statisticians george box and sir david roxbee cox who collaborated on a 1964 paper and developed the technique. Let us start with something simple like a linear simple regression i e. It made me look more carefully at the test and i do not understand what is computed to be honest.
