Linked Questions
14 questions linked to/from Back transformation of an MLR model
19
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1
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27k
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Back transforming regression results when modeling log(y)
I'm fitting a regression on the $\log(y)$. Is it valid to back transform point estimates (and confidence/prediction intervals) by exponentiation? I don't believe so, since $E[f(X)] \ne f(E[X])$ but ...
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1
vote
0
answers
2k
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Smearing retransformation in r [duplicate]
I ran a regression model with the Y variable (length of stay of patients in days) log10 transformed. I would like to compare the fit of the log10 transformed model with a similar regression where the ...
- 11
0
votes
1
answer
252
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Obtain outcome after log-transform [duplicate]
I have to get a regression model for a dataset, and it seems that the best fit is obtained by log transforming the outcome, so that I simply applied the least squares on the trasformed response vector....
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2
votes
1
answer
44
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Normal Linear Model: Prediction of original variable from log transformed variable? [duplicate]
Suppose we have observations $(x_1,y_1),\dots, (x_n,y_n)$ which for some reason cannot be modelled reasonably using a Normal Linear Model. Assume we instead model the log transformed response ...
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40
votes
5
answers
110k
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What is the reason the log transformation is used with right-skewed distributions?
I once heard that
log transformation is the most popular one for right-skewed distributions in linear regression or quantile regression
I would like to know is there any reason underlying this ...
- 5,222
4
votes
1
answer
10k
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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 ...
- 133
8
votes
1
answer
4k
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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 ...
- 321
6
votes
1
answer
7k
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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 ...
- 1,588
0
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2
answers
2k
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Log transformed dependent variable with interaction terms
I have three questions regarding a regression equation where the dependent is log transformed, a dummy $D$ is interacted with yer dummies, and other independent variables are present on the right hand ...
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2
votes
0
answers
2k
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Comparing log-transformed and non-log transformed models
Suppose I have the following two models fitted with constrained linear least squares:
Model 1: $Y = \beta_1X_1 + \ldots + \beta_kX_k + \varepsilon$
Model 2: $\log_{10}(Y) = \beta_1\log_{10}(X_1) + \...
- 1,124
8
votes
1
answer
233
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Obtaining an estimator for z given an estimator for log z
As per gung's advice in Getting the equation from R's lm when using a product, I am starting a new thread for this question.
I have a model $\widehat{\log z} = a + bx + cy + dxy$ for random ...
- 3,122
0
votes
1
answer
389
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Re-transformation problem with different base in log
I have a Data that Distribute as Log-Normal.
I do a log transformation in base e. And build a linear model. And after that I backward to original data with $e$$^Y$$e$$^{Var(Y)/2}$.
Back ...
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7
votes
1
answer
323
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Does taking the logs of the dependent and/or independent variable affect the model errors and thus the validity of inference?
I often see people (statisticians and practitioners) transforming variables without a second thought. I've always been scared of transformations, because I worry they could modify the error ...
- 18.3k
1
vote
2
answers
161
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Transformation of a skewed sample for estimating better the mean
Given a skewed sample whose distribution is not normal and was caused by various reasons.
As a result the mean calculation is affected by the skewed distribution.
Can the following steps assess the ...
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