Home » date » 2008 » Nov » 11 »

Various EDA topics Q3

*The author of this computation has been verified*
R Software Module: rwasp_boxcoxlin.wasp (opens new window with default values)
Title produced by software: Box-Cox Linearity Plot
Date of computation: Tue, 11 Nov 2008 09:39:20 -0700
 
Cite this page as follows:
Statistical Computations at FreeStatistics.org, Office for Research Development and Education, URL http://www.freestatistics.org/blog/date/2008/Nov/11/t1226421676vfe3sq0tv68v3d4.htm/, Retrieved Tue, 11 Nov 2008 16:41:21 +0000
 
BibTeX entries for LaTeX users:
@Manual{KEY,
    author = {{YOUR NAME}},
    publisher = {Office for Research Development and Education},
    title = {Statistical Computations at FreeStatistics.org, URL http://www.freestatistics.org/blog/date/2008/Nov/11/t1226421676vfe3sq0tv68v3d4.htm/},
    year = {2008},
}
@Manual{R,
    title = {R: A Language and Environment for Statistical Computing},
    author = {{R Development Core Team}},
    organization = {R Foundation for Statistical Computing},
    address = {Vienna, Austria},
    year = {2008},
    note = {{ISBN} 3-900051-07-0},
    url = {http://www.R-project.org},
}
 
Family? (F = Feedback message, R = changed R code, M = changed R Module, P = changed Parameters, D = changed Data)
 
Feedback Forum:

Post a new message
 
Original text written by user:
 
IsPrivate?
No (this computation is public)
 
User-defined keywords:
 
Dataseries X:
» Textbox « » Textfile « » CSV «
10030 9536 9953 9775 9843 9461 9230 8956 9608 9482 9962 9766 10312 10032 10411 10438 10803 10365 10488 9698 10087 9769 10381 10117 10775 10735 11601 10749 11227 10904 11418 10429 10755 9566 6849 7210 8472 9334 9523 9622 10215 10752 11766 11816 12730 13481 14905 14571 15308 15870 15950 16350 17086 17668 17947 18322 18696 18772 18947 19142 19724
 
Dataseries Y:
» Textbox « » Textfile « » CSV «
17471 14968 15449 17582 18501 17291 16465 17109 18438 16944 16362 16965 18937 17842 16187 17655 19194 18400 17436 19526 21304 18947 18786 24304 23724 23823 21433 23900 25432 23619 23761 23844 26374 24406 24752 26005 27758 25534 26415 28217 29101 27715 27622 29065 31450 29571 30996 30937 34106 32851 36114 34383 38077 35638 35254 36683 38977 34951 34177 35299 36419
 
Output produced by software:


Summary of computational transaction
Raw Inputview raw input (R code)
Raw Outputview raw output of R engine
Computing time2 seconds
R Server'George Udny Yule' @ 72.249.76.132


Box-Cox Linearity Plot
# observations x61
maximum correlation0.824237448192686
optimal lambda(x)1.61
Residual SD (orginial)4023.90757248835
Residual SD (transformed)3993.39945826229
 
Charts produced by software:
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/11/t1226421676vfe3sq0tv68v3d4/1v5691226421558.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/11/t1226421676vfe3sq0tv68v3d4/1v5691226421558.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/11/t1226421676vfe3sq0tv68v3d4/249xk1226421558.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/11/t1226421676vfe3sq0tv68v3d4/249xk1226421558.ps (open in new window)


http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/11/t1226421676vfe3sq0tv68v3d4/3pgbh1226421558.png (open in new window)
http://127.0.0.1/wessadotnet/public_html/freestatisticsdotorg/blog/date/2008/Nov/11/t1226421676vfe3sq0tv68v3d4/3pgbh1226421558.ps (open in new window)


 
Parameters (Session):
 
Parameters (R input):
 
R code (references can be found in the software module):
n <- length(x)
c <- array(NA,dim=c(401))
l <- array(NA,dim=c(401))
mx <- 0
mxli <- -999
for (i in 1:401)
{
l[i] <- (i-201)/100
if (l[i] != 0)
{
x1 <- (x^l[i] - 1) / l[i]
} else {
x1 <- log(x)
}
c[i] <- cor(x1,y)
if (mx < abs(c[i]))
{
mx <- abs(c[i])
mxli <- l[i]
}
}
c
mx
mxli
if (mxli != 0)
{
x1 <- (x^mxli - 1) / mxli
} else {
x1 <- log(x)
}
r<-lm(y~x)
se <- sqrt(var(r$residuals))
r1 <- lm(y~x1)
se1 <- sqrt(var(r1$residuals))
bitmap(file='test1.png')
plot(l,c,main='Box-Cox Linearity Plot',xlab='Lambda',ylab='correlation')
grid()
dev.off()
bitmap(file='test2.png')
plot(x,y,main='Linear Fit of Original Data',xlab='x',ylab='y')
abline(r)
grid()
mtext(paste('Residual Standard Deviation = ',se))
dev.off()
bitmap(file='test3.png')
plot(x1,y,main='Linear Fit of Transformed Data',xlab='x',ylab='y')
abline(r1)
grid()
mtext(paste('Residual Standard Deviation = ',se1))
dev.off()
load(file='createtable')
a<-table.start()
a<-table.row.start(a)
a<-table.element(a,'Box-Cox Linearity Plot',2,TRUE)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'# observations x',header=TRUE)
a<-table.element(a,n)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'maximum correlation',header=TRUE)
a<-table.element(a,mx)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'optimal lambda(x)',header=TRUE)
a<-table.element(a,mxli)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Residual SD (orginial)',header=TRUE)
a<-table.element(a,se)
a<-table.row.end(a)
a<-table.row.start(a)
a<-table.element(a,'Residual SD (transformed)',header=TRUE)
a<-table.element(a,se1)
a<-table.row.end(a)
a<-table.end(a)
table.save(a,file='mytable.tab')
 





Copyright

Creative Commons License

This work is licensed under a Creative Commons Attribution-Noncommercial-Share Alike 3.0 License.

Software written by Ed van Stee & Patrick Wessa


Disclaimer

Information provided on this web site is provided "AS IS" without warranty of any kind, either express or implied, including, without limitation, warranties of merchantability, fitness for a particular purpose, and noninfringement. We use reasonable efforts to include accurate and timely information and periodically update the information, and software without notice. However, we make no warranties or representations as to the accuracy or completeness of such information (or software), and we assume no liability or responsibility for errors or omissions in the content of this web site, or any software bugs in online applications. Your use of this web site is AT YOUR OWN RISK. Under no circumstances and under no legal theory shall we be liable to you or any other person for any direct, indirect, special, incidental, exemplary, or consequential damages arising from your access to, or use of, this web site.


Privacy Policy

We may request personal information to be submitted to our servers in order to be able to:

  • personalize online software applications according to your needs
  • enforce strict security rules with respect to the data that you upload (e.g. statistical data)
  • manage user sessions of online applications
  • alert you about important changes or upgrades in resources or applications

We NEVER allow other companies to directly offer registered users information about their products and services. Banner references and hyperlinks of third parties NEVER contain any personal data of the visitor.

We do NOT sell, nor transmit by any means, personal information, nor statistical data series uploaded by you to third parties.

We carefully protect your data from loss, misuse, alteration, and destruction. However, at any time, and under any circumstance you are solely responsible for managing your passwords, and keeping them secret.

We store a unique ANONYMOUS USER ID in the form of a small 'Cookie' on your computer. This allows us to track your progress when using this website which is necessary to create state-dependent features. The cookie is used for NO OTHER PURPOSE. At any time you may opt to disallow cookies from this website - this will not affect other features of this website.

We examine cookies that are used by third-parties (banner and online ads) very closely: abuse from third-parties automatically results in termination of the advertising contract without refund. We have very good reason to believe that the cookies that are produced by third parties (banner ads) do NOT cause any privacy or security risk.

FreeStatistics.org is safe. There is no need to download any software to use the applications and services contained in this website. Hence, your system's security is not compromised by their use, and your personal data - other than data you submit in the account application form, and the user-agent information that is transmitted by your browser - is never transmitted to our servers.

As a general rule, we do not log on-line behavior of individuals (other than normal logging of webserver 'hits'). However, in cases of abuse, hacking, unauthorized access, Denial of Service attacks, illegal copying, hotlinking, non-compliance with international webstandards (such as robots.txt), or any other harmful behavior, our system engineers are empowered to log, track, identify, publish, and ban misbehaving individuals - even if this leads to ban entire blocks of IP addresses, or disclosing user's identity.


FreeStatistics.org is powered by