Hi Ravi, Deviance is the SS in this case, but you need a normalizing constant adjusted by the lambda to put them on the same scale. I modified your example below to simplify slightly and use the normalization (see the LL line).
Cheers, Josh ###################################### require(MASS) myp <- function(y, lambda) (y^lambda-1)/lambda lambda <- seq(-0.05, 0.45, len = 20) N <- nrow(quine) res <- matrix(numeric(0), nrow = length(lambda), 2, dimnames = list(NULL, c("Lambda", "LL"))) # scaling contant C <- exp(mean(log(quine$Days+1))) for(i in seq_along(lambda)) { r <- resid(lm(myp(Days + 1, lambda[i]) ~ Eth*Sex*Age*Lrn, data = quine)) LL <- (- (N/2) * log(sum((r/(C^lambda[i]))^2))) res[i, ] <- c(lambda[i], LL) } # box cox boxcox(Days+1 ~ Eth*Sex*Age*Lrn, data = quine, lambda = lambda) # add our points on top to verify match points(res[, 1], res[,2], pch = 16) ###################################### On Mon, Jul 7, 2014 at 11:33 AM, Ravi Varadhan <ravi.varad...@jhu.edu> wrote: > Hi, > > I am trying to do Box-Cox transformation, but I am not sure how to do it > correctly. Here is an example showing what I am trying: > > > > # example from MASS > > require(MASS) > boxcox(Days+1 ~ Eth*Sex*Age*Lrn, data = quine, > lambda = seq(-0.05, 0.45, len = 20)) > > # Here is My attempt at getting the profile likelihood for the Box-Cox > parameter > lam <- seq(-0.05, 0.45, len = 20) > dev <- rep(NA, length=20) > > for (i in 1:20) { > a <- lam[i] > ans <- glm(((Days+1)^a-1)/a ~ Eth*Sex*Age*Lrn, family=gaussian, data = quine) > dev[i] <- ans$deviance > } > > plot(lam, dev, type="b", xlab="lambda", ylab="deviance") > > I am trying to create the profile likelihood for the Box-Cox parameter, but > obviously I am not getting it right. I am not sure that ans$deviance is the > right thing to do. > > I would appreciate any guidance. > > Thanks & Best, > Ravi > > > > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Joshua F. Wiley Ph.D. Student, UCLA Department of Psychology http://joshuawiley.com/ Senior Analyst, Elkhart Group Ltd. http://elkhartgroup.com Office: 260.673.5518 ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.