Have you looked at the boxcox function in the MASS package? That may do what you want.
-- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > project.org] On Behalf Of Ikerne del Valle > Sent: Thursday, May 21, 2009 4:29 AM > To: fernando.tus...@ehu.es > Cc: r-help@r-project.org > Subject: [R] How can I estimate a Box-Cox function with R? > > > Dear Fernando and all: > > Thanks for your help. Now works. This is > a training example to learn how to estimate a > Box-Cox (right and/or left side transformations) > with R (as LIMDEP does) in order to compare these > estimations with the ones derived by applying > NLS, ones the dependent variable has been divided > by its geometric mean (see below) as suggested by > (Zarembka (1974) and Spitzer (1984). However the > example of the demand of money seems not to work. > Any idea to face the error messages or how to > estimate a Box-Cox function with R? > > Best regards, > Ikerne > > library(nlrwr) > r<- > c(4.50,4.19,5.16,5.87,5.95,4.88,4.50,6.44,7.83,6.25,5.50,5.46,7.46,10.2 > 8,11.77,13.42,11.02,8.50,8.80,7.69) > Lr<-log(r) > M<- > c(480.00,524.30,566.30,589.50,628.20,712.80,805.20,861.00,908.40,1023.1 > 0,1163.60,1286.60,1388.90,1497.90,1631.40,1794.40,1954.90,2188.80,2371. > 70,2563.60) > LM<-log(M) > Y<- > c(2208.30,2271.40,2365.60,2423.30,2416.20,2484.80,2608.50,2744.10,2729. > 30,2695.00,2826.70,2958.60,3115.20,3192.40,3187.10,3248.80,3166.00,3277 > .70,3492.00,3573.50) > LY<-log(Y) > gmM<-exp((1/20)*sum(LM)) > GM<-M/gmM > Gr<-r/gmM > GY<-Y/gmM > money<-data.frame(r,M,Y,Lr,LM,LY,GM,Gr,GY) > attach(money) > ols1<-lm(GM~r+Y) > output1<-summary(ols1) > coef1<-ols1$coefficients > a1<-coef1[[1]] > b11<-coef1[[2]] > b21<-coef1[[3]] > ols2<-lm(GM~Gr+GY) > output2<-summary(ols2) > coef2<-ols2$coefficients > a2<-coef2[[1]] > b12<-coef2[[2]] > b22<-coef2[[3]] > money.m1<- > nls(GM~a+b*r^g+c*Y^g,data=money,start=list(a=a1,b=b11,g=1,c=b21)) > money.m2<- > nls(GM~a+b*Gr^g+c*GY^g,data=money,start=list(a=a2,b=b12,g=1,c=b22)) > > > Ikerne del Valle Erkiaga > Department of Applied Economics V > Faculty of Economic and Business Sciences > University of the Basque Country > Avda. Lehendakari Agirre, Nº 83 > 48015 Bilbao (Bizkaia) Spain > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting- > guide.html > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
