A few days ago, a former student of mine, David, contacted me about Box-Cox tests in linear models. It made me look more carefully at the test, and I do not understand what is computed, to be honest. Let us start with something simple, like a linea... [Read more...]

(bis repetita) Consider the following regression summary,Call: lm(formula = y1 ~ x1)   Coefficients: Estimate Std. Error t value Pr(__|t|) (Intercept) 3.0001 1.1247 2.667 0.02573 * x1 0.5001 0.1179 4.241 0.00217 **... [Read more...]