Dear all
do you know any procedure or example for calculating the optimal value of the lambda coefficient with a Box-Cox transformation ?
Thanks in advance
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Box - Cox lambda
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Box - Cox lambda
by tavera » Tue Mar 28, 2023 11:50 am
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Re: Box - Cox lambda
by TomDoan » Tue Mar 28, 2023 12:36 pm
It looks like that was cut out a few versions ago. (I think there used to be an example in one edition of Greene's textbook). That's attached. There is a discussion of the code for the MAXIMIZE approach in the Reference Manual.
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