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Article: A note on transforming a response variable for linearity
Title | A note on transforming a response variable for linearity |
---|---|
Authors | |
Keywords | B-spline Box-cox transformation Canonical correlation Nonparametric regression |
Issue Date | 1998 |
Publisher | Oxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/ |
Citation | Biometrika, 1998, v. 85 n. 3, p. 749-754 How to Cite? |
Abstract | For the problem of choosing a transformation h(y) of a univariate response variable y to achieve the linearity of the regression function E{h(y)1x}, we view Cook & Weisberg's (1994) method as an iterative procedure and estimate the transformed linear model based on the fixed point of the iteration procedure. When the procedure is implemented with B-spline smoothing by projecting the function h(y) into a B-spline space, it is proved that the fixed point is identical to the solution obtained from the canonical correlation method proposed by He & Shen (1997). Real and simulated examples show that the results of Cook & Weisberg's and He & Shen's methods are often imilar but in some applications Cook & Weisberg's estimate may be improved by further iterations of the procedure. |
Persistent Identifier | http://hdl.handle.net/10722/82881 |
ISSN | 2023 Impact Factor: 2.4 2023 SCImago Journal Rankings: 3.358 |
ISI Accession Number ID | |
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Shi, P | en_HK |
dc.contributor.author | Fung, WK | en_HK |
dc.date.accessioned | 2010-09-06T08:34:28Z | - |
dc.date.available | 2010-09-06T08:34:28Z | - |
dc.date.issued | 1998 | en_HK |
dc.identifier.citation | Biometrika, 1998, v. 85 n. 3, p. 749-754 | en_HK |
dc.identifier.issn | 0006-3444 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/82881 | - |
dc.description.abstract | For the problem of choosing a transformation h(y) of a univariate response variable y to achieve the linearity of the regression function E{h(y)1x}, we view Cook & Weisberg's (1994) method as an iterative procedure and estimate the transformed linear model based on the fixed point of the iteration procedure. When the procedure is implemented with B-spline smoothing by projecting the function h(y) into a B-spline space, it is proved that the fixed point is identical to the solution obtained from the canonical correlation method proposed by He & Shen (1997). Real and simulated examples show that the results of Cook & Weisberg's and He & Shen's methods are often imilar but in some applications Cook & Weisberg's estimate may be improved by further iterations of the procedure. | en_HK |
dc.language | eng | en_HK |
dc.publisher | Oxford University Press. The Journal's web site is located at http://biomet.oxfordjournals.org/ | en_HK |
dc.relation.ispartof | Biometrika | en_HK |
dc.rights | Biometrika. Copyright © Oxford University Press. | en_HK |
dc.subject | B-spline | en_HK |
dc.subject | Box-cox transformation | en_HK |
dc.subject | Canonical correlation | en_HK |
dc.subject | Nonparametric regression | en_HK |
dc.title | A note on transforming a response variable for linearity | en_HK |
dc.type | Article | en_HK |
dc.identifier.openurl | http://library.hku.hk:4550/resserv?sid=HKU:IR&issn=0006-3444&volume=85&spage=749&epage=754&date=1998&atitle=A+note+on+transforming+a+response+variable+for+linearity | en_HK |
dc.identifier.email | Fung, WK: wingfung@hku.hk | en_HK |
dc.identifier.authority | Fung, WK=rp00696 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1093/biomet/85.3.749 | - |
dc.identifier.scopus | eid_2-s2.0-0012637270 | en_HK |
dc.identifier.hkuros | 43454 | en_HK |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-0012637270&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 85 | en_HK |
dc.identifier.issue | 3 | en_HK |
dc.identifier.spage | 749 | en_HK |
dc.identifier.epage | 754 | en_HK |
dc.identifier.isi | WOS:000076560500020 | - |
dc.publisher.place | United Kingdom | en_HK |
dc.identifier.scopusauthorid | Shi, P=7202161006 | en_HK |
dc.identifier.scopusauthorid | Fung, WK=13310399400 | en_HK |
dc.identifier.issnl | 0006-3444 | - |