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Optimal power transformation via inverse response plots

Author

Listed:
  • Charles Lindsey

    (Texas A & M University)

  • Simon Sheather

    (Texas A & M University)

Abstract

We present a new Stata command, irp, that generates the inverse response plot (Cook and Weisberg, 1994, Biometrika 81: 731–737) of a response on its predictors. Using the inverse response plot, an appropriate scaled power transformation for the positive response variable can be found so that the trans- formed response mean is linear in the predictors. The optimal transformation is displayed in the plot, as are user-specified guesses. By using the graphical display, the user may determine whether an appropriate transformation exists as well as determine its value. We demonstrate the irp command using both a generated and a real example. Copyright 2010 by StataCorp LP.

Suggested Citation

  • Charles Lindsey & Simon Sheather, 2010. "Optimal power transformation via inverse response plots," Stata Journal, StataCorp LP, vol. 10(2), pages 200-214, June.
    • Handle: RePEc:tsj:stataj:v:10:y:2010:i:2:p:200-214
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    Cited by:

    1. Luke A. Prendergast & Simon J. Sheather, 2013. "On Sensitivity of Inverse Response Plot Estimation and the Benefits of a Robust Estimation Approach," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(2), pages 219-237, June.

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