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Box-Cox Transformation - User Specification of Lambda Search Range

Troubleshooting


Problem

I ran the Automatic Data Preparation procedure (ADP command, which was introduced in Statistics 18.0) from the menu path Transform>Prepare Data for Modeling>Automatic. The Box-Cox Tranformation returned and used a Lambda value of 3.0. The correct value of Lambda should be greater than 3.0, but the procedure is limited in the range of lambda values that it searches. The algorithm documentation for ADF, under Help>Algorithms, includes the following statement under the Box-Cox Transformation: 'We perform a grid search over a user-specified finite set [a,b] with increment s. By default a=-3, b=3, and s=0.5.' The term 'user-specified' implies that I can enter values for the range and increment in the search for lambda, but I see no opportunity in the dialog boxes or the ADF command syntax documentation to enter values for a, b, and s. Can these search parameters be specified by the user or is the documentation in error on this point? If the search parameters can be set by the user, please explain the steps. Otherwise, I request that the documentation be corrected and that user specification of the parameters be added to the procedure features.

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Historical Number

87147

Document Information

More support for:
IBM SPSS Statistics

Software version:
18.0

Document number:
424221

Modified date:
16 April 2020

UID

swg21485313

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