027 Optimal Lambda for Box Cox transformation in Excel & R
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- Опубліковано 6 лют 2025
- I would like to share how to find a lambda, which is from log likelihood method, for box cox transformation in Excel and R.
Reference : stats.stackexc...
Reference : grodri.github....
Great video thaks!
thank you so much for your video. It is very useful
hello may i ask something. i have a data that Y variable (Air passanger) is minus, why does the Lambda_Passanger result become NUM?
Hi, Fatriza, Could you elaborate more about your situation? or could you send me the file you are working on via my gmail?
why is it recommended to anchor the variable to be transformed at 1 before performing a Box-Cox transformation?
Dear teacher, morning!!! Do you think to make some material like BoxCox, but about Johnson transformation? Thanks!!!
Hi, Diogo. Thank you for suggesting new contents. I will have a look to understand Johnson transformation and will post it when I am ready. Have a nice day~
@@sangwoo.statistics thank you again!!! I'm brazilian statistician, and you help me about the apply Box Cox transformation in my job!!! God bless you!!!
Where did you get this log likelihood equation?
Hi, Erik.
Please refer to the following links.
stats.stackexchange.com/questions/337527/parameter-lambda-of-box-cox-transformation-and-likelihood
stats.stackexchange.com/questions/261380/how-do-i-get-the-box-cox-log-likelihood-using-the-jacobian
@@sangwoo.statistics thank you, I very much appreciated this video. I was able to successfully transform my data from a DoE and improve my R value all the way up to 99.42% using this method . Extremely helpful
@@eriktremblay5072 It is my pleasure. :) I hope you share my youtube contents or a link to help other people. Many thanks, Sangwoo.
how we can find lambda without using the solver function ???
Hi, Nafas. You can specify certain lambda value, based on data shape. The following lambda value would be helpful for your understanding.
λ = 1.00: no transformation needed; produces results identical to original data
λ = 0.50: square root transformation
λ = 0.33: cube root transformation
λ = 0.25: fourth root transformation
λ = 0.00: natural log transformation
λ = -0.50: reciprocal square root transformation
λ = -1.00: reciprocal (inverse) transformation
Please refer to the following site : www.css.cornell.edu/faculty/dgr2/_static/files/R_html/Transformations.html
@@sangwoo.statistics okkk, thank you so much
hello may i know the source of log [L( )] formula? thank you in advance
I hope the following link is what you are asking for.
stats.stackexchange.com/questions/337527/parameter-lambda-of-box-cox-transformation-and-likelihood
Many thanks, Sangwoo.
how to get in excel the air passengers data from R to excel?
> write.csv(AirPassengers, "c:/temp/AirPassengers.csv")
> AP
Hello, 1st of all thank you for the knowledge sharing. i am still beginner in statistical but your videos help me alot. may i ask 2 question?
1. i see some cox box transformation qeuation use log base 10 will other use nat. log. is there any difeerence? i saw ur 2ns equation you use nat log instead of log10.
2. i try replicating your work using my data but the result i got is lambda = 0 which resulting y(lambda) variable error divide by zero
Hi, Muhammad. Thanks for contacting me. The following comments are my personal opinion for your questions.
1. There are many statistical distributions, which include "exponential" form (e.g. normal distribution). When we try to use mle to find optimal estimated parameter, we consider log likelihood form for fast calculation. So, that's why we typically use natural log.
2. Please send me your data vai my gmail, then I will have a look.
Many thanks, Sangwoo.
@@sangwoo.statistics hello, i also have the same problem. can i have your gmail please so i could also send my excel data? thank you
@@l8870 Hi, L. I don't leave my email address here due to many spam emails. You can check and get my gmail address when a video starts.
How come you are using y and x as the same values? Shouldn't x be the date?
Hi, Benjamin.
I intended to mention the original variable as X.
So, it is right.
But, if it isn't understandable, please treat X as an original data.
Please refer to the following link to get more info in page6.
ir.lib.uwo.ca/cgi/viewcontent.cgi?article=7276&context=etd
Many thanks, Sangwoo.