The logarithm tag has no wiki summary.
2
votes
1answer
34 views
First difference or log first difference?
I am evaluating the effect of covariances between series on returns. That is I run the following regression: $$ r_t = \beta_0 + \beta_1\text{Cov}(Y_t,r_t) + ...$$
I have conducted my analysis with ...
2
votes
0answers
33 views
OLS standard error log log regression
I am estimating the following Power Law relationship:
$$\ln(\text{Rank}) = \text{constant} + \alpha \ln(\text{Size})$$
where $\text{Rank}$ is $1,~2,~3,~...,~n$, and $\text{Size}$ is the raw value.
...
-2
votes
0answers
24 views
Fixed effects model with dummy
I am not sure if I have interpreted the following one-way fixed effects model correctly.
$$
\text{Open} = \beta_0+ \beta_1\text{Pol}_r + \beta_2\text{Infr}+ \delta_3\text{FTA}+\gamma_t+\epsilon_{it}
...
1
vote
1answer
47 views
Plotting 0 in a log scaled axis
I have a very large and sparse dataset of spam twitter accounts and it requires me to scale the x axis in order to be able to visualise the distribution (histogram, kde etc) and cdf of the various ...
3
votes
1answer
63 views
Expected value and variance of log(a)
I have a random variable $X(a) = \log(a)$ where a is normal distributed $\mathcal N(\mu,\sigma^2)$. What can I say about $E(X)$ and $Var(X)$? An approximation would be helpful too.
2
votes
1answer
89 views
Can we use as predictor a variable that was used in the calculation of the dependent (a ratio)?
I wonder if someone could give me some advice on the problem of using ratios as a dependent variable in a Generalized Linear Model.
I'm having the following problem:
I have a variable referring to ...
0
votes
0answers
43 views
What does taking the logarithm of a variable mean? [duplicate]
Possible Duplicate:
When are Log scales appropriate?
Say you have a bar graph displaying data, for example, "Cost of Computer Orders by Population", and you are trying to analyze the data ...
-5
votes
1answer
67 views
Solving logarithms using variables [closed]
LogQ= a+bLogP+cLogI+dLogPm
b= -2.174
c= 0.461
d= 1.909
Determine price elasticity of demand, income elasticity, and cross price elasticity
1
vote
1answer
55 views
multiplicative treatment effects with standard errors
I simplified this a fair bit after finding a draft version of the Imbens and Rubin chapter.
I am interested in estimating a constant multiplicative treatment effect from a randomized experiment. I ...
2
votes
1answer
108 views
Fitting ratios in multiple regression formula
I would like to ask a (probably very simple) question with regards to multiple linear regression.
I have an experimental formula in the form:
$$
Y \sim \frac{a_0 \cdot X_0}{(a_1 \cdot X1) * (a_2 ...
1
vote
1answer
167 views
Logarithmic scale on a plot with negative values
I would like to plot two time-series on a same graph. One series takes much larger values than the other, so I thought a semilog scale might be appropriate (i.e. linear X (dates) and log Y). However, ...
0
votes
0answers
21 views
Interpret natural log transformed dependent variable [duplicate]
Possible Duplicate:
Interpretation of log transformed predictor
I have a regression equation (below). In the raw form, my Y dependent variable is in days (length of stay in days). I ...
0
votes
1answer
79 views
Elasticity with log + 1
I am running time series regressions to estimate the percentage change in quantity to a percentage change in price, with the most basic form being $\ln Q = \beta_0 + \beta_1\ln P + \varepsilon$, where ...
6
votes
1answer
1k views
Why use logged variables?
Probably, this is a very basic question but I don't seem to be able to find a solid answer for it. I hope here, I can.
I'm currently reading papers as a preparation for my own master's thesis. ...
2
votes
2answers
2k views
Logistic regression with an log transformed variable, how to determine economic significance
I am using a logistic regression model with continuous independent variables and two log transformed size variables (total assets and total deposits).
My question is how to interpret the results and ...
2
votes
0answers
502 views
Is it mathematically justifiable to log transform variables before running an ANOVA?
I have a model with variables (financial ratios) and some of them are in percentages, some in days and some just ratios (negative and positive). I ran an ANOVA and the results were not so good. When I ...
1
vote
1answer
83 views
The use of logarithmic form to facilitate comparison
On a post from the internet I've found the following expression, which I'll like to understand and to apply it on my datas.
"Because of the size difference between the largest and the smallest
...
2
votes
0answers
94 views
Is it possible (or even usefull) to transform Log transformed data into Z-scores?
We have created a questionnaire. In this questionnaire there are different dimensions with different answering scales.
Because of our rightly skewed data we log transformed our data. But here is the ...
2
votes
0answers
148 views
Binomial distribution confidence interval for log plot
In simulating iterative decoding of low-density parity-check codes there may be (for a certain signal-to-noise-ratio of a noisy channel) for example 10 decoding failures out of $10^6$ trials. The log ...
1
vote
3answers
1k views
Taking correlation before or after log-transformation of variables
Is there a general principle on whether one should compute pearson correlation for two random variables X and Y before taking their log transform or after? Is there a procedure to test which is more ...
1
vote
1answer
409 views
Base-10 lognormal PDF integrated over log10(x)
From what I understand, the lognormal probability density function in base-10 is mathematically defined thus:
$$
p(x; \mu, \sigma) = \frac{log_{10}(e)}{x \sigma \sqrt{2 \pi}} e^{-\frac{(log_{10}(x) ...
1
vote
1answer
839 views
Interpreting a quadratic logarithmic term
Given the regression model
$y=\beta_0 + 300*ln(x_1) - 15 * (ln(x_1))^2 + \beta_3*x_2 + ... + u $
$x$ ranges from 1 000 to 30 000 (6.9 to 10.3 on a logarithmic scale). How to interpret the ...
2
votes
2answers
774 views
Transforming the dummy values to be able to take logs
I have a panel data model with double-log functional form. I have 4 variables, one of which is a dummy. What is the best way to transform the values of 0 for my dummy to be able to take natural logs ...
5
votes
4answers
2k views
How to interpret logarithmically transformed coefficients in linear regression?
I have 1 continuous dependent and 1 continuous predictor variable that I've logarithmically transformed to normalise their residuals for simple linear regression. Can someone give me some pointers on ...
8
votes
2answers
8k views
When (and why) to take the log of a distribution (of numbers)?
Say I have some historical data e.g., past stock prices, airline ticket price fluctuations, past financial data of the company...
Now someone (or some formula) comes along and says "let's take/use ...
1
vote
0answers
758 views
Back-transformation and interpretation of $\log(X+1)$ estimates in multiple linear regression
I have performed multiple linear regression analyses with different combinations of transformed and untransformed variables--both explanatory (independent) and response (dependent) variables. All ...
11
votes
2answers
2k views
Interpretation of log transformed predictor
I'm wondering if it makes a difference in interpretation whether only the dependent, both the dependent and independent, or only the independent variables are log transformed.
In the case of
...
5
votes
1answer
479 views
How can I sample from a log transformed distribution using uniform distribution?
I am transforming an unscaled density function to log scale to avoid underflow issues.
BI was performing integration on this function on a grid of values before I used the log transormation, to ...
2
votes
0answers
46 views
Math Statistics Bell Curve Computing % correct given 2 numbers (C#) [duplicate]
Possible Duplicate:
Computing per cent correctness from a bell curve
I've been trying to remember my High School teachings and are falling short.
I'm working on a project where I need to ...
3
votes
2answers
1k views
How to log transform Z-scores?
The data for my variable is in the form of Z-scores only. I'd like to log transform the scores, but I don't know the mean or standard deviation in order to covert to raw scores. Can I assign an ...
3
votes
4answers
353 views
Software to plot a log graph
I have to plot a graph with log distribution on y axis. The values are: 10^-3..10^3.
What software do you suggest me to use.
My OS is Ubuntu, so I prefer software for Linux.
Thanks.
7
votes
0answers
231 views
Advice on identifying curve shape using quantreg
I'm using the quantreg package to make a regression model using the 99th percentile of my values in a data set. Based on advice from a previous stackoverflow question I asked, I used the following ...
1
vote
2answers
156 views
Log-scale with concentrated data using integers
I have a data set with a range of 0 to 65,000. The vast majority of data points (it is a huge sample) are concentrated between 0 and 1000. There is only one point that has 65,000. I want to plot ...
6
votes
2answers
256 views
Log graph question
So let's say you have a distribution where X is the 16% quantile. Then you take the log of all the values of the distribution. Would log(X) still be the 16% quantile in the log distribution?
2
votes
1answer
494 views
How do you calculate the standard deviation on a multiplicative scale for a distribution that has been transformed logarithmically?
I know the value for the 16% quartile, so I know the additive deviation for the given distribution. How do I find the deviation of the log of the given distribution on a multiplicative scale?
17
votes
6answers
727 views
What are alternatives to broken axes?
Users are often tempted to break axis values to present data of different orders of magnitude on the same graph (see here). While this may be convenient it's not always the preferred way of displaying ...
3
votes
2answers
1k views
Why (or when) to use the log-mean?
I am looking at a scientific paper in which a single measurement is calculated using a logarithmic mean
'triplicate spots were combined to
produce one signal by taking the
logarithmic mean of ...
33
votes
6answers
31k views
In linear regression, when is it appropriate to use the log of an independent variable instead of the actual values?
Am I looking for a better behaved distribution for the independent variable in question, or to reduce the effect of outliers, or something else?
