Transformations to Symmetry and Homoscedasticity
实现对称性与同方差性的回归变换
This article considers transformations in regression to eliminate skewness and heteroscedasticity of the response. We work with the transform-both-sides model where the relationship between the median response and the independent variables has been identified, at least tentatively. To preserve this relationship, the response and the regression model are transformed in the same way. Extending the work of others for the location parameter case, we propose an estimator that…