对于stata中的boxcox检验有点疑问,不知到在具体实践中如何应用。
比如我对我的数据进行了boxcox建议得到如下结果
boxcox nhepercap inchoumon, notrans(popdeninh sexrat rat15 rat65 crudearat bedperpop staperpop) model(theta)
Iteration 0: log likelihood = -713.66912
Iteration 1: log likelihood = -712.08086
Iteration 2: log likelihood = -712.08086
Fitting full model
Iteration 0: log likelihood = -551.29227
Iteration 1: log likelihood = -550.6363
Iteration 2: log likelihood = -550.62178
Iteration 3: log likelihood = -550.61526
Iteration 4: log likelihood = -550.61526
Number of obs = 141
LR chi2(9) = 322.93
Log likelihood = -550.61526 Prob > chi2 = 0.000
------------------------------------------------------------------------------
nhepercap | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
/lambda | 1.781887 11.54938 0.15 0.877 -20.85448 24.41825
/theta | .5707749 .3766358 1.52 0.130 -.1674177 1.308967
------------------------------------------------------------------------------
Estimates of scale-variant parameters
----------------------------
| Coef.
-------------+--------------
Notrans |
popdeninh | .0153805
sexrat | -.2463848
rat15 | -.3811182
rat65 | .0166215
crudearat | .3762721
bedperpop | -.5504137
staperpop | 1.007794
_cons | 59.10565
-------------+--------------
Trans |
inchoumon | -8.46e-06
-------------+--------------
/sigma | 1.057027
----------------------------
---------------------------------------------------------------
Test Restricted
H0: log likelihood chi2 Prob > chi2
---------------------------------------------------------------
theta=lambda = -1 -558.89928 16.57 0.000
theta=lambda = 0 -551.75093 2.27 0.132
theta=lambda = 1 -551.29227 1.35 0.245
---------------------------------------------------------------
我的理解是自变量和因变量在5%显著性水平下不能拒绝log-log和线性关系。这个理解对吗?
如果我要做box-cox转换该如何转呢?
是要对自变量和选择转换的因变量手动进行处理吗?跟theta和lambda是什么关系。
谢谢!