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I noticed a statistical method called inverse normal transformation in the following research article FTO genotype is associated with phenotypic variability of body mass index. I attached the supplementary note of it below.

To be honest, my statistics background is not so strong and I only understand that INT is used to transform the sample distribution of a continuous variable to make it appear more normally distributed. Still, I am struggling how to understand and interpret this method in details. Let me know what are the essence and statistical formula of this transformation and why do we have to choose it (especially in this study). Also, what are the differences between inverse normal transformation and log transformation?

Thanks so much ahead.

Inverse normal transformation

Inverse normal transformation

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  • $\begingroup$ To make it simple, use these keywords inverse gaussian distribution in a Google Books search, multiple items will be returned. Basically, the IGD is a one parameter distribution which can be used in modeling explosive natural phenomena such as the flow of water from a bursting dam or sales upon release of an 80s Michael Jackson hit record. $\endgroup$
    – user78229
    Commented Sep 16, 2022 at 11:14
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    $\begingroup$ @Mike This is not the relevant meaning of "inverse." ("Making it appear more normally distributed" gives a strong clue as to the intention.) Researching the IGD will just take the OP on a fruitless and likely frustrating chase. The relevant sense is that of applying the inverse of the standard Normal CDF $\Phi$ to a suitably centered and scaled version of the data. $\endgroup$
    – whuber
    Commented Sep 16, 2022 at 12:55
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    $\begingroup$ Trivially, INT is best avoided as an abbreviation here, as in many languages and environments it is the name of a function that truncates to integer. $\endgroup$
    – Nick Cox
    Commented Sep 16, 2022 at 13:13
  • $\begingroup$ @whuber Thanks for your comment. Having read this literature, I stand by my remark. $\endgroup$
    – user78229
    Commented Sep 18, 2022 at 13:40
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    $\begingroup$ The context here is linear regression in which an ideal condition is normal (Gaussian) distribution of errors (loosely, residuals). In contrast, invocation here of an inverse Gaussian is a complete red herring. FWIW, the suggestion appears to confuse modeling a series in time after a dramatic event with fitting a probability distribution; also the inverse Gaussian is usually a two-parameter distribution. $\endgroup$
    – Nick Cox
    Commented Sep 18, 2022 at 20:20

1 Answer 1

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Basically you start with the assumption that your variable is normally distributed, and actively ignore any empirical information that that might not be the case. Actively ignoring empirical information is usually a very bad idea, so most often the advise is just "don't do that". However, since you ask how this works I will still give you an answer, with the caveat that you really really really do not want to use it. Seriously, don't do it! I think I am pretty clear, but just to be really certain: don't do it!!!!!

Say we have 10 observations on a variable x:

id  x
------
1   4
2   5
3   3
4   6
5   1 
6   7
7   0
8   2
9   9
10  8 

You can sort your data on x

id   x  
 7   0  
 5   1  
 8   2  
 3   3  
 1   4  
 2   5  
 4   6  
 6   7  
10   8  
 9   9  

You than create a new variable that represents the proportion of the data that contains values on x less than yourself: $\frac{\textrm{# obs less}}{\textrm{# of obs}}$. That way we are not treating the first and last observation symmetrically, so we typically add a correction factor $\frac{\textrm{# obs less + 0.5}}{\textrm{# of obs}}$

id   x  pless

 7   0   .05  
 5   1   .15  
 8   2   .25  
 3   3   .35  
 1   4   .45  
 2   5   .55  
 4   6   .65  
 6   7   .75  
10   8   .85  
 9   9   .95  

If we assume that x should have been standard normally distributed (and ignore the empirical observation that in this case it looks nothing like a normal distribution...), then we can use these proportions to get the "true" values. At the end of any introductory statistics book you will find a table for the standard normal distribution, which reports for a lot of values the proportion less then that value. Typically only for positive value, but since the normal distribution is symmetric, that does not matter. Moreover, you just use you favorite computer program that typically has a function called something like invnormal(). Then you get something like:

id   x     pless        z  
 7   0   .05   -1.644854  
 5   1   .15   -1.036433  
 8   2   .25   -.6744897  
 3   3   .35   -.3853205  
 1   4   .45   -.1256614  
 2   5   .55    .1256614  
 4   6   .65    .3853204  
 6   7   .75    .6744897  
10   8   .85    1.036433  
 9   9   .95    1.644853  

The z is the values you are looking for. But notice, that what you have done is just use the rank ordering of x and the assumption that it should have been a normally distributed variable. So to repeat the point I made before: it is almost always a very very very bad idea, and don't do this!

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