© 1971 by Biometrika Trust
A note on the selection of data transformations
Bell Telephone Laboratories, Murray Hill and Princeton University
Recontly Box & Cox (1964) and Fraser (1967) have proposed likelihood functions as a basis for choosing a transformation of data to yield a simple linear model. Here a simple, exact, test of significance is proposed for the consistency of the data with a postulated transformation within a given family. Confidence sets can be derived from this test. The power of the test may be estimated and used to predict the sharpness of the inferences to be derived from such an analysis. The methods are illustrated with examples from the paper by Box & Cox (1964).
Key Words: Data transformations F tests Non-additivity Normal distribution Power transformations