Linked Questions

16
votes
1answer
5k views

Back transformation of an MLR model [duplicate]

I've obtained a multiple linear regression model in the form $$ \mathrm{log}(Y) = \beta_0 + \beta_1x_1 + \dots + \beta_4x_4 + \beta_5x_1x_2 + \dots + \beta_{10}x_3x_4 + \beta_{11}x_1^2 + \dots + \...
7
votes
2answers
5k views

Linear regression with log transformed data - large error [duplicate]

I have a set of data which is has a very large positive skew, and has been transformed using a logarithm. I wish to predict one variable from another using the lm ...
2
votes
1answer
1k views

Training the learning model on the log transformed data? [duplicate]

So I've gone through this CV post, and in my primitive understanding I assume we do log transformation when we 'care' about relative changes and also to even out the positive skweness from our data. ...
1
vote
0answers
71 views

Prediction interval for log transformed variable in Stata [duplicate]

I want to predict $y$ with $x_1$ and $x_2$, including an out of sample prediction interval. However, $y$ has large outliers, so I log transform $y$ and estimate $\log(y) = a + b_1 x_1 + b_2 x_2 + e$, ...
12
votes
1answer
10k views

Back-transformed confidence intervals

Having come across this discussion I'm raising the question on the back-transformed confidence intervals conventions. According to this article the nominal coverage back-transformed CI for the mean ...
7
votes
1answer
3k views

Back Transformation

If I had a response variable that was square-root transformed, and an explanatory variable that is log transformed, and I wished to back transform the model using the summary statistics below, such ...
5
votes
1answer
4k views

Evaluation of log Vs. non log models

There are several posts on here about this question. The gist of them, as far as I understand, is that you cannot compare RMSE or MAE of two models where one is log transformed on the dependent ...
3
votes
1answer
1k views

How to deal with predictions if taking log of dependent variable

I have a very basic question about linear regression. I have a dataset where the response variable is largely skewed to the right -- if I take a log of it, the distribution becomes a lot closer to ...
2
votes
1answer
350 views

Why Does a Monotonic Transformation Of Dependent Variable Change Variance Explained In Random Forest

I am working with the Boston data set in R. I have read that random forest should be able to deal with untransformed data. In my example I do a log transformation of the dependent variable. My ...
3
votes
0answers
664 views

How to compare transformed and untransformed linear models?

I have a linear model which doesn't have any particular issues with its assumptions (diagnostics plots look well). However it has a slighly skewed response (skewness approx. 0.5) and few skew ...
3
votes
0answers
313 views

Why am I required to conduct a reverse transformation on my predicted variables?

I'm having difficulty wrapping my head around an instruction in my assignment. I would appreciate any pointers. After transforming the mean predicted values of my simple linear regression model, I ...