How can I perform Yeo-Johnson Power transformation in STATA? It is
similar to Box-Cox transformation, but can be used with negative
variables as well, unlike Box-Cox transformation which can only be
used for positive variables. Please see www.stat.umn.edu/arc/
yjpower.pdf and rweb.stat.umn.edu/R/library/alr3/html/powtran.html.
My dependent variable is a percentage that varies from -100 to +100,
and hence Box-Cox transformation would be inappropriate, but Yeo-
Johnson Power transformation would be perfect.
Thanks for your help.
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