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Iterative Improvement of a Power Transformation to Stabilise Variance

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  • Joe N. Perry

Abstract

The usual method to estimate the exponent of a variance‐mean power‐law relationship involves the regression of the logarithm of sample variance on the logarithm of sample mean; this estimate may then be used in a power transformation to stabilise the variance of the transformed variable. A method is suggested by which this transformation may be improved, iteratively, until there is no dependence, to first order, of the variance of the transformed value on its mean; this method provides an alternative estimate of the exponent. Use of this iterative method is justified using simulated data; three examples are given.

Suggested Citation

  • Joe N. Perry, 1987. "Iterative Improvement of a Power Transformation to Stabilise Variance," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 36(1), pages 15-21, March.
    • Handle: RePEc:bla:jorssc:v:36:y:1987:i:1:p:15-21
    DOI: 10.2307/2347841
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