1974
DOI: 10.2307/1267668
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Correcting Inhomogeneity of Variance with Power Transformation Weighting

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Cited by 52 publications
(25 citation statements)
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“…Data were analyzed by one-way analysis of variance (ANOVA) followed by Tukey's honestly significant difference post hoc test. When necessary, transformations were performed to ensure that variances were homogeneous among groups and that the residuals of the one-way analysis of variance model followed a Gaussian (normal) distribution (Box and Cox, 1964;Box and Hill, 1974). For the tissue distribution study, concentrations of LGD-3303 in the ventral prostate and levator ani were compared by two-tailed paired Student's t test.…”
Section: Compoundsmentioning
confidence: 99%
“…Data were analyzed by one-way analysis of variance (ANOVA) followed by Tukey's honestly significant difference post hoc test. When necessary, transformations were performed to ensure that variances were homogeneous among groups and that the residuals of the one-way analysis of variance model followed a Gaussian (normal) distribution (Box and Cox, 1964;Box and Hill, 1974). For the tissue distribution study, concentrations of LGD-3303 in the ventral prostate and levator ani were compared by two-tailed paired Student's t test.…”
Section: Compoundsmentioning
confidence: 99%
“…Let the m × 1 residual vector be given by (4) Let the sum of squares of weighted residuals SSR(θ) be denoted by (5) The Jacobian matrix is defined as ∂f(θ,x)/∂θ in its continuous form, but requires redefinition where numerical derivatives requires taking a finite step in θ. Therefore, the sensitivity matrix S(θ) is defined with components (6) and is an approximation of the Jacobian matrix, where I j is the jth column of a p × p identity matrix, and h ij is the step size or mesh spacing for jth parameter and ith observation.…”
Section: Notationmentioning
confidence: 99%
“…Important applications of variance functions include, but not limited to, description of volatility or risk in a stock market and identification of homoscedastic transformations in regression. For more classical applications of variance functions, one can refer to Box and Hill (1974), Box and Meyer (1986), Carroll and Ruppert (1988), Davidian, Carroll and Smith (1988), Davidian and Carroll (1987). In the recent study of social inequality (Western and Bloome, 2009), variance function estimation is the main quantity to characterize the income insecurity.…”
Section: Introductionmentioning
confidence: 99%