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  • Box-Cox Transformation Example

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    Francisco Hernandez
    26 views4 pages
    The document describes using a Box-Cox transformation on a dataset to minimize the sum of squared errors (SSE). It shows the original data plotted as Y vs. X, finds the optimal lambda value of 2.4, applies the transformation to the data, and replots Y' vs. X. The transformed data fits a linear regression line better than the original data based on minimizing the SSE.

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    BoxCox

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    The document describes using a Box-Cox transformation on a dataset to minimize the sum of squared errors (SSE). It shows the original data plotted as Y vs. X, finds the optimal lambda value of 2.4, applies the transformation to the data, and replots Y' vs. X. The transformed data fits a linear regression line better than the original data based on minimizing the SSE.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    26 views4 pages

    Box-Cox Transformation Example

    Uploaded by

    Francisco Hernandez
    The document describes using a Box-Cox transformation on a dataset to minimize the sum of squared errors (SSE). It shows the original data plotted as Y vs. X, finds the optimal lambda value of 2.4, applies the transformation to the data, and replots Y' vs. X. The transformed data fits a linear regression line better than the original data based on minimizing the SSE.

    Copyright:

    Attribution Non-Commercial (BY-NC)
    Download as XLS, PDF, TXT or read online from Scribd
    Flag for inappropriate content
    Download as xls, pdf, or txt
    of 4

    Box-Cox Transformation Example

    1600

    1400

    1200

    1000

    800

    600

    400

    200

    0.5

    1.5

    2.5

    -200
    X

    y = -139.91x
    + 534.89 4
    3.5

    4.5

    Box-Cox Transformation Example


    Goal: Find the value of lamba which minimizes SSE.
    Y and X columns (capacity: 50) can be replaced with new data if desired
    -2.90584
    11.08878
    395.0389
    W
    10.58626
    9.485098
    7.915637
    27.814
    15.14745
    5.335204
    7.094267
    5.5539
    3.987666
    3.601821
    4.986075
    4.030748
    3.662846
    2.897483
    3.902307
    2.978427
    1.516444
    1.035433
    2.12051
    2.024961
    0.902572
    1.015813
    1.315933
    1.361645
    1.654972

    Box-Cox Transformation Example


    W-hat
    11.08878
    11.08878
    11.08878
    11.08878
    11.08878
    8.182941
    8.182941
    8.182941
    8.182941
    8.182941
    5.277099
    5.277099
    5.277099
    5.277099
    5.277099
    2.371257
    2.371257
    2.371257
    2.371257
    2.371257
    -0.53459
    -0.53459
    -0.53459
    -0.53459
    -0.53459

    Residual
    -0.50252
    -1.60369
    -3.17315
    16.72521
    4.058671
    -2.84774
    -1.08867
    -2.62904
    -4.19528
    -4.58112
    -0.29102
    -1.24635
    -1.61425
    -2.37962
    -1.37479
    0.60717
    -0.85481
    -1.33582
    -0.25075
    -0.3463
    1.437158
    1.550398
    1.850519
    1.896231
    2.189557

    Slope
    Intercept
    SSE
    Y'
    510.691
    457.6738
    382.1098
    1340.145
    730.2962
    257.8712
    342.5638
    268.4006
    192.992
    174.4149
    241.0618
    195.0662
    177.353
    140.5035
    188.8822
    144.4007
    74.01142
    50.8524
    103.0951
    98.49469
    44.45566
    49.9078
    64.35753
    66.55839
    80.68101

    30
    25
    20
    15
    10
    5
    0
    -5 0

    y = -2.9058x + 11.089

    Box-Cox Transformation Example:


    Original Data

    Lambda:
    2.4
    K2
    8.51632
    K1
    0.02077
    Y
    X
    13.44
    0
    12.84
    0
    11.91
    0
    20.09
    0
    15.6
    0
    10.11
    1
    11.38
    1
    10.28
    1
    8.96
    1
    8.59
    1
    9.83
    2
    9
    2
    8.65
    2
    7.85
    2
    8.88
    2
    7.94
    3
    6.01
    3
    5.14
    3
    6.9
    3
    6.77
    3
    4.86
    4
    5.1
    4
    5.67
    4
    5.75
    4
    6.23
    4

    25
    20
    15
    10
    5
    0
    0

    4
    X

    Y'

    Box-Cox Transformation Example:


    Y' vs. X
    1600
    1400
    1200
    1000
    800
    600
    400
    200
    0
    -200 0

    y = -139.91x + 534.89

    4
    X

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