ftr public

2018-01-15 16:18:06 UTC

Hello,

I did not find a function that produces a Box-Cox transformation in

PSPP. On Raynald's SPSS macro pages a SPSS macro with syntax

<http://www.spsstools.net/en/syntax/syntax-index/compute/box-cox-transformation/>

has been published is published that does the job.

* Box-Cox transformation for all 31 values of lambda between -2 to 1

(increments of .1). * Raynald Levesque 2003/11/08. GET FILE='c:\\program

files\\spss\\employee data.sav'. COMPUTE var1=salary. VECTOR lam(31)

/xl(31). LOOP idx=1 TO 31. - COMPUTE lam(idx)=-2.1 + idx * .1. - DO IF

lam(idx)=0. - COMPUTE xl(idx)=LN(var1). - ELSE. - COMPUTE

xl(idx)=(var1**lam(idx) - 1)/lam(idx). - END IF. END LOOP. EXECUTE.

I used the Box-Cox transformation macro

<http://www.spsstools.net/en/syntax/syntax-index/compute/box-cox-transformation/>which

produces a series of values for the variable to be transformed called xl

for values of lambda above -2.1.

The original variables in the test data set, salary, shows a skew of

2.12 and a kurtosis of above 5.

After having run the macro I don't see how to continue. How to decide

which is the best lambda value and thus, the best transformation?

I did a frequency of all transformed xl variables to find the

transformed , i.e. xl, variable with the skew and kurtosis the closest

to 0. I also tried to visually find the best transformation.

FREQUENCIES xl1 to xl31

/FORMAT= NOTABLE

/STATISTICS=SKEWNESS KURTOSIS.

EXAMINE

VARIABLES= xl1 to xl31

/PLOT= NPPLOT.

Are these the appropriate ways ?

In my view the results show that xl10 and xl11 show a good combination

of skew and kurtosis and are together close to 0.

My questions:

1/ Are there other ways in PSPP to run a box-cox transformation ?

2/ Which is the best way to find the best transformation ?

If not what do you recommend how to decide about the appropriate

transformed variable ?

Thanks in advance,

ftr

I did not find a function that produces a Box-Cox transformation in

PSPP. On Raynald's SPSS macro pages a SPSS macro with syntax

<http://www.spsstools.net/en/syntax/syntax-index/compute/box-cox-transformation/>

has been published is published that does the job.

* Box-Cox transformation for all 31 values of lambda between -2 to 1

(increments of .1). * Raynald Levesque 2003/11/08. GET FILE='c:\\program

files\\spss\\employee data.sav'. COMPUTE var1=salary. VECTOR lam(31)

/xl(31). LOOP idx=1 TO 31. - COMPUTE lam(idx)=-2.1 + idx * .1. - DO IF

lam(idx)=0. - COMPUTE xl(idx)=LN(var1). - ELSE. - COMPUTE

xl(idx)=(var1**lam(idx) - 1)/lam(idx). - END IF. END LOOP. EXECUTE.

I used the Box-Cox transformation macro

<http://www.spsstools.net/en/syntax/syntax-index/compute/box-cox-transformation/>which

produces a series of values for the variable to be transformed called xl

for values of lambda above -2.1.

The original variables in the test data set, salary, shows a skew of

2.12 and a kurtosis of above 5.

After having run the macro I don't see how to continue. How to decide

which is the best lambda value and thus, the best transformation?

I did a frequency of all transformed xl variables to find the

transformed , i.e. xl, variable with the skew and kurtosis the closest

to 0. I also tried to visually find the best transformation.

FREQUENCIES xl1 to xl31

/FORMAT= NOTABLE

/STATISTICS=SKEWNESS KURTOSIS.

EXAMINE

VARIABLES= xl1 to xl31

/PLOT= NPPLOT.

Are these the appropriate ways ?

In my view the results show that xl10 and xl11 show a good combination

of skew and kurtosis and are together close to 0.

My questions:

1/ Are there other ways in PSPP to run a box-cox transformation ?

2/ Which is the best way to find the best transformation ?

If not what do you recommend how to decide about the appropriate

transformed variable ?

Thanks in advance,

ftr