boxcox.hlp

是一个经济学管理应用软件 很难找的 但是经济学学生又必须用到

{smcl}
{* 14feb2005}{...}
{cmd:help boxcox}{right:dialog:  {bf:{dialog boxcox}}{space 15}}
{right:also see:  {help boxcox postestimation}}
{hline}

{title:Title}

{p2colset 5 19 21 2}{...}
{p2col :{hi:[R] boxcox} {hline 2}}Box-Cox regression models{p_end}
{p2colreset}{...}


{title:Syntax}

{p 8 15 2}
{cmd:boxcox} {depvar} [{indepvars}] {ifin} {weight} [{cmd:,}
{it:options}]

{synoptset 20 tabbed}{...}
{synopthdr}
{synoptline}
{syntab:Model}
{synopt :{opt noc:onstant}}suppress constant term{p_end}
{synopt :{opt model}{cmd:(}{opt lhs:only}{cmd:)}}left-hand-side Box-Cox model; the default{p_end}
{synopt :{opt model}{cmd:(}{opt rhs:only}{cmd:)}}right-hand-side Box-Cox model{p_end}
{synopt :{opt model}{cmd:(}{opt lam:bda}{cmd:)}}both sides Box-Cox model with same parameter{p_end}
{synopt :{opt model}{cmd:(}{opt theta}{cmd:)}}both sides Box-Cox model with different parameters{p_end}
{synopt :{opth notr:ans(varlist)}}nontransformed independent variables{p_end}

{syntab:Reporting}
{synopt :{opt l:evel(#)}}set confidence level; default is {cmd:level(95)}{p_end}
{synopt :{opt lrtest}}perform likelihood-ratio test{p_end}

{syntab:Max options}
{synopt :{opt nolo:g}}suppress full-model iteration log{p_end}
{synopt :{opt nologlr}}suppress restricted-model {opt lrtest} iteration
log{p_end}
{synopt :{it:{help boxcox##maximize_options:maximize_options}}}control the maximization process; seldom used{p_end}
{synoptline}
{p2colreset}{...}
{p 4 6 2}{it:depvar} and {it:indepvars} may contain time-series operators; see
{help tsvarlist}.{p_end}
{p 4 6 2}{cmd:bootstrap}, {cmd:by}, {cmd:jackknife}, {cmd:rolling},
{cmd:statsby}, and {cmd:xi} are allowed; see {help prefix}.{p_end}
{p 4 6 2}{opt fweight}s and {opt iweight}s are allowed; see {help weight}.{p_end}
{p 4 6 2}See {help boxcox postestimation} for features available after estimation.


{title:Description}

{pstd}
{cmd:boxcox} finds the maximum likelihood estimates of the parameters of the
Box-Cox transform, the coefficients on the independent variables, and the
standard deviation of the normally distributed errors for a model in which
{it:depvar} is regressed on {it:indepvars}.  The user has the option of
transforming either the {it:depvar}, some of the {it:indepvars}, both the
{it:depvar} and some of the {it:indepvars} with the same transformation
parameter, or both the {it:depvar} and some of the {it:indepvars} with
different transformation parameters.  Any transformed variable must be
strictly positive.


{title:Options}

{dlgtab:Model}

{phang}
{opt noconstant}; see {help estimation options}.

{phang}
{opt model}{cmd:(}{opt lhsonly}|{opt rhsonly}|{opt lambda}|{opt theta}{cmd:)}
specifies which of the four models to fit.

{pmore}
{cmd:model(lhsonly)} applies the Box-Cox transform to {it:depvar} only.
{cmd:model(lhsonly)} is the default.

{pmore}
{cmd:model(rhsonly)} applies the transform to the {it:indepvars} only.

{pmore}
{cmd:model(lambda)} applies the transform to both {it:depvar} and
{it:indepvars}, and they are transformed by the same parameter.

{pmore}
{cmd:model(theta)} applies the transform to both {it:depvar} and
{it:indepvars}, but this time, each side is transformed by a separate
parameter.

{phang}
{opth notrans(varlist)} specifies that the variables in {it:varlist} be
included as nontransformed independent variables.

{dlgtab:Reporting}

{phang}
{opt level(#)}; see {help estimation options}.

{phang}
{opt lrtest} specifies that a likelihood-ratio test of significance be
performed and reported for each independent variable.

{marker maximize_options}{...}
{dlgtab:Max options}

{phang}
{opt nolog} suppresses the iteration log when fitting the full model.

{phang}
{opt nologlr} suppresses the iteration log when fitting the restricted models
required by the {opt lrtest} option.

{phang}
{it: maximize_options}: {opt iter:ate(#)} and {opt from(init_specs)};
see {help maximize}.

            Model{col 25}Initial value specification
            {hline 39}
            {opt lhsonly}{col 25}{cmd:from(}{it:#_t}{cmd:, copy)}
            {opt rhsonly}{col 25}{cmd:from(}{it:#_l}{cmd:, copy)}
            {opt lambda}{col 25}{cmd:from(}{it:#_l}{cmd:, copy)}
            {opt theta}{col 25}{cmd:from(}{it:#_l #_t}{cmd:, copy)}
            {hline 39}


{title:Examples}

{phang}
{cmd:. boxcox mpg weight price, notrans(foreign) model(theta) lrtest}{p_end}

{phang}
{cmd:. boxcox mpg weight price foreign, model(lhs) lrtest nolog nologlr}{p_end}

{phang}
{cmd:. boxcox mpg weight price, model(lambda) lrtest}{p_end}

{phang}
{cmd:. boxcox mpg weight price, notrans(foreign) model(rhs)}{p_end}

{phang}
{cmd:. boxcox mpg weight price, notrans(foreign) model(lhsonly) lrtest}


{title:Also see}

{psee}
Manual:  {bf:[R] boxcox}

{psee}
Online:  {help boxcox postestimation};{break}
{helpb lnskew0}, {helpb regress}
{p_end}