Output from autocox.sas

Source
3 Graphs

Box-Cox analysis of Auto data 1

                   Box-Cox                  Root mean       .99
                    Power         Log        squared     Confidence
           OBS    (lambda)    Likelihood      error       Interval
             1      -2.50       -93.169      3.52202
             2      -2.25       -88.648      3.31332
             3      -2.00       -84.569      3.13563
             4      -1.75       -80.996      2.98781
             5      -1.50       -77.997      2.86914
             6      -1.25       -75.641      2.77923         *
             7      -1.00       -73.992      2.71798         *
             8      -0.75       -73.104      2.68556         *
             9      -0.50       -73.014      2.68230         *
            10      -0.25       -73.739      2.70871         *
            11       0.00       -75.273      2.76546         *
            12       0.25       -77.590      2.85341
            13       0.50       -80.644      2.97362
            14       0.75       -84.377      3.12750
            15       1.00       -88.727      3.31686
            16       1.25       -93.629      3.54399
            17       1.50       -99.019      3.81179
            18       1.75      -104.843      4.12389
            19       2.00      -111.050      4.48470
            20       2.25      -117.597      4.89955
            21       2.50      -124.448      5.37483

RMSE for Box-Cox Power Transform 2

                Plot of _RMSE_*_LAMBDA_.  Symbol used is 'L'.

                   |            |         |
               5.5 +            |         |
                   |            |         |
                   |            |         |                   L
                   |            |         |
                   |            |         |
                   |            |         |
             R     |            |         |
             o 5.0 +            |         |
             o     |            |         |                 L
             t     |            |         |
                   |            |         |
             M     |            |         |
             e     |            |         |
             a     |            |         |
             n 4.5 +            |         |               L
                   |            |         |
             S     |            |         |
             q     |            |         |
             u     |            |         |
             a     |            |         |             L
             r     |            |         |
             e 4.0 +            |         |
             d     |            |         |
                   |            |         |
             E     |            |         |           L
             r     |            |         |
             r     |            |         |
             o     |            |         |         L
             r 3.5 +  L         |         |
                   |            |         |
             f     |            |         |
             o     |    L       |         |       L
             r     |            |         |
                   |      L     |         |     L
             M     |            |         |
             P 3.0 +        L   |         |   L
             G     |            |         |
                   |          L |         | L
                   |            L         L
                   |            | L L L L |
                   |            |         |
                   |            |         |
               2.5 +            |         |
                   |            |         |
                   ---+---------+---------+---------+---------+--
                    -2.50     -1.25     0.00      1.25      2.50

                               Box-Cox Power (lambda)


t-values for Model Effects 3

                Plot of WEIGHT*_LAMBDA_.  Symbol used is '1'.
                Plot of DISPLA*_LAMBDA_.  Symbol used is '2'.
                Plot of GRATIO*_LAMBDA_.  Symbol used is '3'.

                  |            |         |
                  |            |         |
                2 +            |         |
                  |            |         |
                  |            |         |       2 2 2 2 2 2 2
                  |            |         |   2 2             3
                  |            |         2 2           3 3 3
                  |            |       2 |       3 3 3
                  |            |   2 2   |   3 3
                0 +            | 2       3 3
                  |          2 2       3 |
                  |        2   |   3 3   |
                  |    2 2     3 3       |
             W    |  2     3 3 |         |
             E    |    3 3     |         |
             I    |  3         |         |
             G -2 +            |         |
             H    |            |         |
             T    |            |         |
                  |            |         |
             (    |            |         |
             L    |            |         |
             B    |            |         |
             S -4 +            |         |
             )    |            |         |
                  |            |         |
                  |            |         |                   1
                  |            |         |                 1
                  |  1         |         |               1
                  |    1       |         |             1
               -6 +      1     |         |         1 1
                  |        1   |         |       1
                  |          1 |         |     1
                  |            1 1       | 1 1
                  |            |   1 1 1 1
                  |            |         |
                  |            |         |
               -8 +            |         |
                  |            |         |
                  ---+---------+---------+---------+---------+--
                   -2.50     -1.25     0.00      1.25      2.50

                              Box-Cox Power (lambda)


4

Model: M0
Dependent Variable: MPG        MILEAGE
                             Analysis of Variance

                                Sum of         Mean
       Source          DF      Squares       Square      F Value       Prob>F
       Model            4   2053.60041    513.40010       90.865       0.0001
       Error           69    389.85905      5.65013
       C Total         73   2443.45946

           Root MSE       2.37700     R-square       0.8404
           Dep Mean      21.29730     Adj R-sq       0.8312
           C.V.          11.16104
                             Parameter Estimates

                      Parameter      Standard    T for H0:
     Variable  DF      Estimate         Error   Parameter=0    Prob > |T|
     INTERCEP   1     81.333982    6.88551965        11.812        0.0001
     WEIGHT     1     -0.005823    0.00083717        -6.956        0.0001
     DISPLA     1     -0.000194    0.00827186        -0.023        0.9813
     GRATIO     1     -1.122657    1.11083476        -1.011        0.3157
     G          1      1.970223    0.24016557         8.204        0.0001
                   Variable
     Variable  DF     Label
     INTERCEP   1  Intercept
     WEIGHT     1  WEIGHT (LBS)
     DISPLA     1  DISPLACEMENT (CU IN)
     GRATIO     1  GEAR RATIO
     G          1  Constructed variable

Partial Regression Influence plot for Box-Cox power 5 Slope: 1.97 Power: -1

              Plot of _RESX_*_RESG_.  Symbol is value of MODEL.

       |
       |
  15.0 +
       |
       |                                                         V
       |
  12.5 +
       |
       |
       |
  10.0 +
       |
       |
       |
P  7.5 +              C                  SD
a      |
r      |
t      |            O                     P
i  5.0 +                         T
a      |
l      |
       |                    D
M  2.5 +             C   PM
P      |           B C C
G      |              OB          L
       |          A BC C B        L
   0.0 +----------B------B----------------------------------------------------
       |           OAHD FCC M
       |          PP MMH   M
       |        DD FM      M
  -2.5 +      B   R   AV    C
       |        V
       |       V
       |       A          P
  -5.0 +            T A
       |        F
       |
       |           T
  -7.5 +
       |
       ---+------------+------------+------------+------------+------------+--
         -2            0            2            4            6            8

                             Partial Constructed Variable

NOTE: 17 obs hidden.

Data set for power plots 6

  _LAMBDA_  INTERCEP   WEIGHT    DISPLA    GRATIO    _RMSE_   _LIKE_   CONF
    -2.50    7.44193  -5.45027  -1.10314  -1.59368  3.52202   -93.169
    -2.25    7.67885  -5.72880  -0.95051  -1.49301  3.31332   -88.648
    -2.00    7.89385  -6.00361  -0.78339  -1.37983  3.13563   -84.569
    -1.75    8.07695  -6.26715  -0.60270  -1.25378  2.98781   -80.996
    -1.50    8.21733  -6.51056  -0.41029  -1.11506  2.86914   -77.997
    -1.25    8.30409  -6.72410  -0.20897  -0.96453  2.77923   -75.641   *
    -1.00    8.32742  -6.89801  -0.00253  -0.80385  2.71798   -73.992   *
    -0.75    8.27990  -7.02351   0.20438  -0.63554  2.68556   -73.104   *
    -0.50    8.15770  -7.09392   0.40663  -0.46279  2.68230   -73.014   *
    -0.25    7.96140  -7.10564   0.59908  -0.28928  2.70871   -73.739   *
     0.00    7.69611  -7.05864   0.77706  -0.11875  2.76546   -75.273   *
     0.25    7.37083  -6.95635   0.93688   0.04534  2.85341   -77.590
     0.50    6.99731  -6.80505   1.07607   0.20012  2.97362   -80.644
     0.75    6.58854  -6.61288   1.19347   0.34353  3.12750   -84.377
     1.00    6.15738  -6.38878   1.28909   0.47435  3.31686   -88.727
     1.25    5.71559  -6.14158   1.36391   0.59211  3.54399   -93.629
     1.50    5.27314  -5.87932   1.41953   0.69701  3.81179   -99.019
     1.75    4.83799  -5.60892   1.45797   0.78964  4.12389  -104.843
     2.00    4.41614  -5.33602   1.48141   0.87092  4.48470  -111.050
     2.25    4.01185  -5.06504   1.49199   0.94190  4.89955  -117.597
     2.50    3.62790  -4.79931   1.49179   1.00369  5.37483  -124.448

7

Graphic output from autocox.sas

BoxCox plot of RMSE * Lambda for MPG
[GPLOT 09/27/99 ]
BoxCox Effect plot for MPG
[ GPLOT1 09/27/99 ]
BoxCox influence plot for MPG
[ GPLOT2 09/27/99 ]