| BOX The
BOX command does Box-Cox regressions.
In general, the format is:
BOX depvar indeps / options
The available options are:
| Option |
Description |
|
ACCUR
|
Iterates to an accuracy of .001 instead of .01 for lambda.
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ALL
|
Extends the Box-Cox model so that all variables receive the same power transformation.
|
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AUTO
|
Will simultaneously estimate lambda and the first-order autocorrelation parameter rho.
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|
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With this option the DROP, NMISS= and GAP= options as described for the AUTO command can be used.
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|
DN
|
Uses N instead of N-K as the divisor for SIGMA**2.
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DUMP
|
Gives some intermediate output on the iterations.
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FULL
|
Combined Box-Cox and Box-Tidwell estimation is done and all variables have different lambdas.
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NOCONSTANT
|
Forces the regression through the origin.
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TIDWELL
|
Box-Tidwell regression is done.
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UT
|
Untransforms the observed and predicted dependent variables.
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COEF=
|
Saves the coefficients, the lambda for each independent variable and the rho if there is autocorrelation in the matrix specified.
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LAMBDA=
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Specifies a fixed value for lambda.
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LAMS=
|
Used to do a manual grid search of lambda. The LAME= starting value (LAMS=), the ending value (LAME=) and LAMI= an increment (LAMI=) of lambda should be specified.
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RHO=
|
Specifies the rho to be used when the AUTO option is specified.
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Other available options are:
ANOVA, GF, LIST, MAX, PCOR, PCOV, RESTRICT, RSTAT, BEG=, END=, COV=, PREDICT= and
RESID= as defined for OLS.
The available temporary variables on the BOX command are:
$ANF, $DF, $DW, $ERR, $K, $LLF, $N, $R2, $R2OP, $RAW, $RHO, $SIG2,
$SSE, $SSR, $SST, $ZANF, $ZDF, $ZSSR, $ZSST. |