2005
DOI: 10.1016/j.jmva.2004.08.005
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Efficiency of test for independence after Box–Cox transformation

Abstract: We consider the efficiency and the power of the normal theory test for independence after a Box-Cox transformation. We obtain an expression for the correlation between the variates after a Box-Cox transformation in terms of the correlation on the normal scale. We discuss the efficiency of test of independence after a Box-Cox transformation and show that for the family considered it is always more efficient to conduct the test of independence based on Pearson correlation coefficient after transformation to norm… Show more

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Cited by 8 publications
(3 citation statements)
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“…SpDs of plot characteristics showing significant dependence on adult or nymphal SpD every year were selected for multiple regression modelling through the progressive stepwise procedure (XLSTAT 4.2 software; Addinsoft, New York, New York). Because this procedure requires normally distributed data, quantitative variables (including E. vitis SpDs) were transformed using the Box–Cox method (Freeman & Modarres, 2005) and centered‐reduced. The categorical variables (EDGE and VAR) were introduced in the regression as a dummy variable.…”
Section: Methodsmentioning
confidence: 99%
“…SpDs of plot characteristics showing significant dependence on adult or nymphal SpD every year were selected for multiple regression modelling through the progressive stepwise procedure (XLSTAT 4.2 software; Addinsoft, New York, New York). Because this procedure requires normally distributed data, quantitative variables (including E. vitis SpDs) were transformed using the Box–Cox method (Freeman & Modarres, 2005) and centered‐reduced. The categorical variables (EDGE and VAR) were introduced in the regression as a dummy variable.…”
Section: Methodsmentioning
confidence: 99%
“…, which in turn allows us to test different hypotheses about the correlation-see details in papers by Fisher (1915Fisher ( , 1921, Hotelling (1953), Freeman and Modarres (2005) and a book by Härdle and Simar (2003). In our applications we test the null hypothesis of ρ XY = 0 versus the alternative hypothesis of ρ XY = 0.…”
Section: The Rank Based Quotient Correlationmentioning
confidence: 99%
“…There is a need for a more recent survey of the field. More recently, Freeman and Modarres (2005) investigated the efficiency and the Downloaded by [Stony Brook University] at 22:20 18 October 2014 power of the normal theory test for independence after a Box-Cox transformation and showed that it is always more efficient to conduct the test of independence after transformation to normality. Teugels and Vanroelen (2004) studied the Box-Cox transformations for heavy-tailed distributions.…”
Section: Introductionmentioning
confidence: 99%