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Retransformation bias: A look at the box-cox transformation to linear balanced mixed ANOVA models

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Summary

After a Box-Cox transformation to data following a linear balanced mixed ANOVA model, final results may be presented after retransformation to the original scale of measurement. Consequently, estimation of means which may be unbiased in the transformed scale will not be so after retransformation. In this article, the bias introduced together with the corresponding variance is assessed. It is found that whereas bias may not be a serious problem, the variances are inflated for positive transformation parameter the closer it is to zero.

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Sakia, R.M. Retransformation bias: A look at the box-cox transformation to linear balanced mixed ANOVA models. Metrika 37, 345–351 (1990). https://doi.org/10.1007/BF02613542

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  • DOI: https://doi.org/10.1007/BF02613542

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