BoxCox.MAC

##
## ==================================================
##  Box-Cox Transforms
##  Minitab Macro Function by Chanseok Park
##  (MTHSC 805-Clemson University, IE-68722-PNU)
## 
## Usage: We assume:
##        c11 = response 
##        c1-c4 = predictors
##        c5 = lambda 
##        c6 = MSE (default) or SSE 
## 
## if you want to use SSE instead of MSE
##
## MTB > %U:\mthsc805\minitab\BOXCOX c11 c1-c4 c5 c6;
## SUBC>    SSE.
##
## ==================================================
MACRO
BOXCOX    Y X.1-X.M lambda MSE;
   SSE.
MCONSTANT k1 k2 k3 i N 
MCOLUMN   X.1-X.M Y Y1 lambda MSE 
brief 0
let n = count(lambda) 
do i = 1:n
   IF abs(lambda(i)) > 0.0001
      let k2 = exp( mean( log(Y) ) )
      let k1 = 1 / (lambda(i) * k2**(lambda(i)-1))
      let Y1 = k1 * (Y**(lambda(i))-1)
   ELSE
   ## ---------------------------
   ## lambda (lambda=0)
      let k2 = exp( mean( log(Y) ) )
      let Y1= k2 * log(Y) 
   ENDIF

   regress Y1 M X.1-X.M;
   mse k3.
   let MSE(i) = k3
enddo 
   IF SSE = 1
      let MSE = (count(Y)-M-1)*MSE
   ENDIF
   brief 2
ENDMACRO