Hi,
I am trying to do Box-Cox transformation, but I am not sure how to do it
correctly. Here is an example showing what I am trying:
# example from MASS
require(MASS)
boxcox(Days+1 ~ Eth*Sex*Age*Lrn, data = quine,
lambda = seq(-0.05, 0.45, len = 20))
# Here is My attempt at getting the profile likelihood for the Box-Cox parameter
lam <- seq(-0.05, 0.45, len = 20)
dev <- rep(NA, length=20)
for (i in 1:20) {
a <- lam[i]
ans <- glm(((Days+1)^a-1)/a ~ Eth*Sex*Age*Lrn, family=gaussian, data = quine)
dev[i] <- ans$deviance
}
plot(lam, dev, type="b", xlab="lambda", ylab="deviance")
I am trying to create the profile likelihood for the Box-Cox parameter, but
obviously I am not getting it right. I am not sure that ans$deviance is the
right thing to do.
I would appreciate any guidance.
Thanks & Best,
Ravi
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