A Recursive Method of Transforming a Response Variable for Linearity

  • Seo, Han-Son (Dept. of Applied Statistics, Kon-Kuk University)
  • Published : 1998.08.01


We consider a graphical method for visualizing the strictly monotonic transformation of t(y) so that the regression function E(t(y)$\mid$x) is linear in the predictor vector x. Cook and Weisberg (1994) proposed an inverse response plot which relies on the results of Li & Duan (1989) to obtain consistent estimates. Based on the recursive addition of the results from the two dimensional plots, we propose a new procedure which can be used when the consistency result is in doubt.



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