The analysis of transformations for profit-and-loss data

We analyse data on the performance of investment funds, 99 out of 309 of which report a loss, and on the profitability of 1405 firms, 407 of which report losses. The problem in both cases is to use regression to predict performance from sets of explanatory variables. In one case, it is clear from sc...

Ausführliche Beschreibung

Gespeichert in:

Bibliographische Detailangaben
Veröffentlicht in:	Journal of the Royal Statistical Society Series C: Applied Statistics 2020-04, Vol.69 (2), p.251-275
Hauptverfasser:	Atkinson, Anthony C., Riani, Marco, Corbellini, Aldo
Format:	Artikel
Sprache:	eng
Schlagworte:	Additivity and variance stabilization Alternating conditional expectations Box–Cox transformation Constructed variable Data analysis Fan plot Forward search Graphical methods Linked plots Original Articles Outliers (statistics) Performance assessment Profitability Regression analysis Regression models Robust methods Robustness Test procedures Transformation Transformations Yeo–Johnson transformation
Online-Zugang:	Volltext
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

Schreiben Sie den ersten Kommentar!