Transformations to Symmetry and Homoscedasticity

This paper considers transformations in regression to eliminate skewness and heteroscedasticity of the response. We work with the "transform-both-sides" model where the relationship between the 'lledian response and the independent varibles has been identified, at least tentatively. To preserve this relationship, the response and the regression model are transformed in the same way. Extending the work of others for the location parameter case, we propose an estimator AS that eliminates skewness. We also , , develop an estimator Ah to eliminate heteroscedasticity and an estimator Ahs that