# Box Cox

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• #44259

lin
Participant

Is there a range that lamda can vary over when applying a Box-Cox tranformation?

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#141523

Hans
Participant

Minitab uses the following lambda’s for its transformations:
lambda = 2 => squared transformation
lambda = .5 => square root transformation
lambda = 0 => log transformation
lambda = -.5 => 1/square root of y transformation
lambda = -1.0 => 1/y transformation
lambda = 1.0 => no transformation needed
To my knowledge this is the range of transformations that the Box Cox procedure uses. However, I depend on text books rather than the original literature, so someone who has read the original texts may jump in and correct me.

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#141531

Quainoo
Member

Hello,
I have tried an experiment with box cox transformation.
I used an exponential set of numbers.
Minitab ‘suggested’ to use 0,33 as a value for Lambda in order to make the data look normal.
Then I tried to find the mathematical meaning of this Lambda value without success.
Is there a way to find the transformation factor ?
I guess you always need to know this factor to keep on going with the analysis.
Vincent

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#141532

lin
Participant

The Box-Cox power transformation is given by (L = lambda):
x(L)=(x^L-1)/L for L0
x(L)=ln(x) for L = 0
Then you find the value of L by maximizing the logarithm of the likelihood function (which I won’t give here).
I just wondered if there were any bounds on lambda.  I don’t think so.
Thanks,
Bill

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#141533

lin
Participant

Here is a link that explains the transformation.
http://www.itl.nist.gov/div898/handbook/pmc/section5/pmc52.htm

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