The Retransformed Mean After a Fitted Power Transformation
提出一种近似方法，在Box-Cox幂变换后估计线性模型的因变量均值，通过渐近计算和蒙特卡洛模拟评估其性质，并与涂抹估计比较。
Abstract An approximate method is given to estimate the mean of a dependent variable after a linear model is fitted to the Box—Cox power transformation of this variable. The estimate is accurate except when the transformation power parameter is near zero. The properties of the estimate in the one-sample and regression cases are considered, by both asymptotic calculations and Monte Carlo simulations, and comparisons are made with the smearing estimate (Duan 1983). It is shown that there can be some cost due to estimating the power transformation, as opposed to assuming it is known; however, this cost is not severe.