Hello all,
�
I�have�the following�questions�about Box-Cox
regression.
�
1. In the test�of significance of the�Box-Cox
transform parameters (theta�and lambda),�the�p-value
for lambda�in my model�is greater than 0.05. I read
the reference manual�and it interprets an
insignificant lambda as right-hand-side transformation
not significantly adding to the regression. However,
it seems that the null hypothesis is lambda being zero
which implies a natural logarithmic�form of the
variable. Does an insignificant lambda in fact mean
that natural logarithmic form of the variable cannot
be rejected?
�
2. When�only�one independent variable�is transformed,
the output states that lambda is not identified in the
restricted model for LR test but test statistic is
still provided.�Is the statistic valid for hypothesis
testing?
�
3. There is no robust option for Box-Cox
estimation.�How can I�obtain robust standard errors
for the estimation?
�
Thanks in advance.
�
Eva
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