# Box Cox

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- This topic has 4 replies, 3 voices, and was last updated 13 years, 6 months ago by lin.

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- August 7, 2006 at 11:17 pm #44259
Is there a range that lamda can vary over when applying a Box-Cox tranformation?

0August 8, 2006 at 2:08 am #141523Minitab 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.

0August 8, 2006 at 9:58 am #141531Hello,

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

0August 8, 2006 at 10:47 am #141532The 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,

Bill0August 8, 2006 at 10:54 am #141533Here is a link that explains the transformation.

http://www.itl.nist.gov/div898/handbook/pmc/section5/pmc52.htm

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