We present a new Stata estimation program, mboxcox, that computes the normalizing scaled power transformations for a set of variables. The multivariate Box–Cox method (defined in Velilla, 1993, Statistics and Probability Letters 17: 259–263; used in Weisberg, 2005, Applied Linear Regression [Wiley]) is used to determine the transformations. We demonstrate using a generated example and a real dataset.
