Questions tagged [duan-smearing]

Duan smearing is an empirical method for correcting the bias introduced by taking expectations on transformed data

Filter by
Sorted by
Tagged with
5 votes
2 answers

Using Duan Smear factor on a two-part model

I'm running a two-part model on a health insurance claims dataset where I predict the probability of nonzero health care costs using a logistic regression (1st part), then predict the magnitude of the ...
user avatar
  • 4,514
2 votes
0 answers

Smearing estimate for cubic root transform in linear regression

I am building a cost model with cubic root transformation of the cost. Hence dependent variable is (cost)^(1/3). Now, am at a stage where i need to re-transform the predicted value to the actual cost. ...
user avatar
1 vote
0 answers

Backtransform a log-odds transformation of the dependent variable in a Fixed Effects panel regression

I'm modeling a fixed effects (within) panel regression for a fractional dependent variable (DV) bounded between 0 and 1. My aim is to model the relationship so that I can predict the frational DV on ...
user avatar