The Analysis of Transformed Data

Abstract
Recently it was suggested (Bickel and Doksum 1981) that when data are used to select a transformation, the post-transformation analysis of those data may need to be modified considerably from standard form so as to allow for the selection. We argue that common sense and the work of Box and Cox (1964) point to a contrary conclusion. Our argument is based on considerations of parameter interpretation and subsequent Bayesian analysis, within the context of fitting normal-error linear models. Numerical examples are used to illustrate the main points.