* box cox nl 11-09-99  - Make sure your data is y x1 x2 x3 and so on.


SET MXLOOP =9999.

MATRIX.
GET W/VARIABLES = all/FILE=*/names=names/missing=omit.
COMPUTE NC = NCOL(W).

COMPUTE NR =NROW(W).

COMPUTE X=MAKE(NR,1,0).
COMPUTE BIGX =MAKE(NR,NC,1).
LOOP II = 1 TO NR.
COMPUTE X(II,1)=W(II,1).
LOOP JJ  = 1 TO NC-1.
COMPUTE BIGX(II,JJ+1)=W(II,JJ+1).
END LOOP.
END LOOP.

* PRINT BIGX.

COMPUTE NL = 25.
COMPUTE LAMDA1=MAKE(NL,1,0).
PRINT NC.
PRINT NR.
COMPUTE J=MAKE(NR,1,1).
COMPUTE A = LN(X).
COMPUTE MEANS =T(J)*A/NR.
 *PRINT MEANS.
COMPUTE B=MAKE(NR,NL,0).
* PRINT MEANS.
 COMPUTE MEANS =EXP(MEANS).
*PRINT MEANS.
COMPUTE LAM = -3.25.
LOOP I = 1 TO NL .
COMPUTE LAM = LAM +.25.
COMPUTE LAMDA1(I,1) =LAM.
*PRINT LAM.
DO IF  ABS (LAM) >.001.
COMPUTE A1 = X&**LAM -1.
*PRINT A1.
COMPUTE A2 =(T(LAM*(MEANS)&**(LAM-1))).
* PRINT A2.
COMPUTE Y= A1*INV(A2).
* PRINT Y.
ELSE.
 COMPUTE Y = kroneker(means,LN(X)).
END IF.
LOOP JJ = 1 TO NR.
COMPUTE B(JJ,I)=Y(JJ,1).
END LOOP.
END LOOP.
 *PRINT B . 



Print nr.
Print nc.
compute nlam = 25.
compute l2 = 0.
compute bigall ={w,b}.
* save bigall/outfile = */names=names.
 * print bigall.
comput bigy = make(nlam*nr,nc+2,0).
compute l1 = -3.25.
loop lam2 = 1 to nlam.
compute l1 = l1 + .25.
loop ii = 1 to nr.
compute l2 = l2+1.
loop jj = 1 to nc.

compute bigy(l2,jj)= bigall(ii,jj).
end loop.
 compute bigy(l2,nc+1) = bigall(ii,nc+lam2).
compute bigy(l2,nc+2) = l1.
end loop.
end loop.
* print bigy.
compute names1 = {names,'yboxcox','lambda'}.
 save bigy/outfile = */names=names1.

END MATRIX.



SORT CASES BY lambda .
SPLIT FILE
  LAYERED BY lambda .


* Run your non-linear with yboxcox as dependent. Find min mse.