Box-Cox Method

Transformations on the response may be used when residual plots for an experiment show a pattern. This indicates that the equality of variance does not hold for the residuals of the given model. The Box-Cox method can be used to automatically identify a suitable power transformation for the data based on the relation:MATH is determined using the given data such that is minimized. The values of are not used as is because of issues related to calculation or comparison of values for different values of . For example, for all response values will become 1. Therefore, the following relation is used to obtain :MATH(14)where .

 

Once all values are obtained for a value of , the corresponding for these values is obtained using . The process is repeated for a number of values to obtain a plot of against . Then the value of corresponding to the minimum is selected as the required transformation for the given data. DOE++ plots values against values because the range of values is large and if this is not done, all values cannot be displayed on the same plot. The range of search for the best value in the software is from to , because larger values of are usually not meaningful. DOE++ also displays a recommended transformation based on the best value obtained as per the following table.

 

Table 6.2: Recommended Box-Cox power transformations.

 

Confidence intervals on the selected values are also available. Let be the value of corresponding to the selected value of . Then, to calculate the 100(1-) percent confidence intervals on , we need to calculate as shown next:MATHThe required limits for are the two values of corresponding to the value (on the plot of against ). If the limits for do not include the value of one, then the transformation is applicable for the given data.

 

Note that the power transformations are not defined for response values that are negative or zero. DOE++ deals with negative and zero response values using the following equations (that involve addition of a suitable quantity to all of the response values if a zero or negative response value is encountered). MATHHere represents the minimum response value and represents the absolute value of the minimum response.

 

Example 6.1

 

To illustrate the Box-Cox method, consider the experiment given in Table 6.1. Eqn. (14) can be used to calculate transformed response values for various values of . Knowing the hat matrix, , values corresponding to each of these values can easily be obtained using . [Note] values calculated for values between and for the given data are shown below:MATHA plot of for various values, as obtained from DOE++, is shown in Figure 6.7. The value of that gives the minimum is identified as 0.7841. The value corresponding to this value of is 73.74. A 90% confidence interval on this value is calculated as follows. Using Eqn. (15), can be obtained:MATHTherefore, . The values corresponding to this value from Figure 6.7 are and . Therefore, the 90% confidence limits on are and . Since the confidence limits include the value of 1, this indicates that a transformation is not required for the data in Table 6.1.

 

Figure 6.7: Box-Cox power transformation plot for the data in Table 6.1.

 

See Also:

 
Residual Analysis
Experiments with Several Factors - Factorial Experiments
Transformations