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| Titel: |
Transforming linear functions to normality:optimal component powers |
| Auteur: |
Boik, Robert J. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 25 (1996) nr. 2 pagina's 351-367 |
| Jaar: |
1996 |
| Inhoud: |
This paper considers the analysis of linear models where the response variable is a linear function of observable component variables. For example, scores on two or more psychometric measures (the component variables) might be weighted and summed to construct a single response variable in a psychological study. A linear model is then fit to the response variable. The question addressed in this paper is how to optimally transform the component variables so that the response is approximately normally distributed. The transformed component variables, themselves, need not be jointly normal. Two cases are considered; in both cases, the Box-Cox power family of transformations is employed. In Case I, the coefficients of the linear transformation are known constants. In Case II, the linear function is the first principal component based on the matrix of correlations among the transformed component variables. For each case, an algorithm is described for finding the transformation powers that minimize a generalized Anderson-Darling statistic. The proposed transformation procedure is compared to likelihood-based methods by means of simulation. The proposed method rarely performed worse than likelihood-based methods and for many data sets performed substantially better. As an illustration, the algorithm is applied to a problem from rural sociology and social psychology; namely scaling family residences along an urban-rural dimension. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
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