Journal of the American Statistical Association volume 77, issue 380, P760-766 1982 DOI: 10.1080/01621459.1982.10477883 View full text
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John J. Spitzer

Abstract: A modified Newton algorithm for the estimation of parameters in models containing the Box-Cox transformation is presented. It is shown that the usual maximum likelihood estimator for the k linear parameters and the m power transformation parameters may be specified as an m-parameter nonlinear least squares estimator. Several models containing Box-Cox transformations are estimated and the speed and efficiency of the modified algorithm compared with three other gradient estimation techniques. The modified Newto…

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