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Regarding the Box-Cox transformation, it does have a shortcoming ...

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  • jsm_44092
    ... or two, such as the fact that transformation to (approximate) normality is not assured, as was explained in the statistics literature over 20 years ago.
    Message 1 of 1 , Feb 7, 2004
      ... or two, such as the fact that transformation to (approximate)
      normality is not assured, as was explained in the statistics
      literature over 20 years ago. The Box-Cox transformation should
      generally be used to satisfy the model assumptions (constant error
      variance, normality) rather than to improve the fit of the model.
      Transforming the components of the right-hand side is done to improve
      model fit. When the Box-Cox transformation is used, the right-hand
      side must be transformed the same way to preserve the quality of the
      fit (i.e., the transform-both-sides approach should be used, as
      illustrated in the Carroll and Ruppert research monograph that was
      mentioned).
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