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kjetil b halvorsen ♦
kjetil b halvorsen ♦
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In a regression, there is a independent variable x, say x is a positive number indicating number of months. Is it appropriate to include both the original value(X) and its Log transformation(logX) as the independent variables in a regression? Does it have multi-col-linearity issue even if the VIF test is passed?

If it is appropriate, what is the rational behind this, I understand X and X square can be both included to capture the non linear effects. But never see X and LogX before.

THank you for any answer.

In a regression, there is a independent variable x, say x is a positive number indicating number of months. Is it appropriate to include both the original value(X) and its Log transformation(logX) as the independent variables in a regression? Does it have multi-col-linearity issue even if the VIF test is passed?

If it is appropriate, what is the rational behind this, I understand X and X square can be both included to capture the non linear effects. But never see X and LogX before.

THank you for any answer.

In a regression, there is a independent variable x, say x is a positive number indicating number of months. Is it appropriate to include both the original value(X) and its Log transformation(logX) as the independent variables in a regression? Does it have multi-col-linearity issue even if the VIF test is passed?

If it is appropriate, what is the rational behind this, I understand X and X square can be both included to capture the non linear effects. But never see X and LogX before.

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Bruce
Bruce
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Regression with both Original value and log transformation

In a regression, there is a independent variable x, say x is a positive number indicating number of months. Is it appropriate to include both the original value(X) and its Log transformation(logX) as the independent variables in a regression? Does it have multi-col-linearity issue even if the VIF test is passed?

If it is appropriate, what is the rational behind this, I understand X and X square can be both included to capture the non linear effects. But never see X and LogX before.

THank you for any answer.