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Abstract Details
Activity Number:
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655
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Type:
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Contributed
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Date/Time:
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Thursday, August 4, 2011 : 10:30 AM to 12:20 PM
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Sponsor:
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Biometrics Section
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Abstract - #302217 |
Title:
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A Variance-Stabilizing Transformation Family for Linear Models
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Author(s):
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Mitchell Rosen*+
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Companies:
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ICON Clinical Research
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Address:
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1700 Pennbrook Parkway, North Wales, PA, 19454,
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Keywords:
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Variance-stabilizing transformation ;
delta method ;
heteroscedasticity models ;
Box-Cox transformation
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Abstract:
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Treatment effects in analysis of variance may be multiplicative instead of additive. Under such conditions treatment means are correlated with treatment variances and a variance-stabilizing transformation may be helpful. A family of transformations is proposed that incorporates the Box-Cox power family and the inverse hyperbolic arcsine transformation as special cases. One member of this family is a novel transformation that may also be useful for reducing kurtosis. Maximum likelihood estimation of the transformation parameter is based on a generalized heteroscedasticity model. Score tests and confidence intervals are easily obtained.
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Authors who are presenting talks have a * after their name.
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