Box-Cox power transformation for Linear Models
Helps choose a Box-Cox power transformation for a multivariate linear regression.
Assume you are looking at the residuals of [b,bint,r] = regress(y,X) and it seems a transformation is in place. Use:
boxcoxlm(y,X) to find the best lambda for a Box-Cox power transformation (y^lambda, or log(y) for lambda=0)
The function will also plot the Maximum Log-Likelihood as a function of lambda, and a 95% confidence region for the best value of lambda
More control can be obtained using:
[LambdaHat,LambdaInterval]=boxcoxlm(y,X,PlotLogLike,LambdaValues,alpha)
which allows ommiting the plot, a different region or precision, and a different alpha value for the confidence interval
Cite As
Hovav Dror (2026). Box-Cox power transformation for Linear Models (https://www.mathworks.com/matlabcentral/fileexchange/10419-box-cox-power-transformation-for-linear-models), MATLAB Central File Exchange. Retrieved .
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