Questions tagged [log]

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1answer
28 views

Modelling exchange rates: how to log transform percentage changes?

I'm trying to model an exchange rate to test for extreme values. However, I have percentage changes from day to day. Given some changes are negative, I can't take the logarithm. Any idea how I could ...
2
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0answers
21 views

log regression - what is the last variable in this equation? it wasn't defined can this be the error term?

Can someone help me understand what ∆η_it is?
1
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1answer
32 views

Can I fit a Poisson model to ln transformed data? [closed]

This is my first question in stats Stack Exchange and I would say that it is an easy one, but hard to find around! I have a set of fish counts which should follow a Poisson Distribution (right ? ). ...
1
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1answer
27 views

Log-Log regression and cost function

I have made a very siple linear regression model having used log-log tranformation for the y and one of the independent variables: log(y)=B0+log(X1)B1+X2B2 where B0 is the intercept and B1,B2 the ...
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1answer
60 views

For lognormal distribution which one is preferred? Log 10 or Ln or Log 2?

I want to perform a linear regression analysis. The distributions of data for all continuous variables are not normal. The tail of graph is to the right and thre highest point of graph is due to the ...
3
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2answers
86 views

Why is the expected gradient of a density not parallel to the expected gradient of the log density?

I'm confused by a seemingly counter-intuitive property of the interaction between distributions, log transforms, expectations and gradients. Suppose I have some distribution over random variable $x$ ...
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0answers
9 views

log values in coxph model?

I have a data frame of gene expression values (sequencing). When I do CPM-normalization without doing log2, I get much "better" (lower) p-values compared to when I do log2-CPM. What is the ...
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0answers
20 views

Behaviour of likelihood ratio test as sample size increases

I know that the log likelihood statistic, i.e. $X^2=-2(LL_1 - LL_2)$ where $LL_1$ and $LL_2$ are the maximum log likelihoods of two models, one nested in the other, is asymptotically distributed as a ...
3
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1answer
98 views

Rare value prediction in Regression

Im working on a project which is to estimate blood pressure from independent variables. The problem I have is that the Blood Pressure data is gaussian in nature since most of the people are having ...
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0answers
25 views

Detect anomaly users who try to access too often based on the access log

Does anyone give me advice for statistically detecting anomaly users who try to log in our website too often? At first, the idea that came to my mind is to use Spike detection approaches or IQR ...
0
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1answer
26 views

Do I add both the new variable and the original variable to my log binomial model?

I'm calculating interaction indices for some variables in my model. I have an interaction between two variables (age (continuous) and hypertension (binary)), and I read in a similar publication that ...
3
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1answer
41 views

How do I interpret this interaction between a continuous variable and a binary variable from a log binomial model?

I'm new to modelling and not sure how to interpret this interaction for a results section. The model output tells me that the interaction between cancer (binary) and age (continuous - one year ...
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0answers
26 views

Interpretation of log-transformed regression (Y = LN(Y)) when the independent variable (X) is a percentage [duplicate]

First, I want to mention that I am not really experienced with statistics and thus I would kindly ask you to explain the answer to me like you would to a 5-year old. Secondly, I have read a lot of ...
0
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1answer
66 views

Log-Normalization of skewed data before feeding to neural network models ( autoencoders)

If your input data has few columns that are extremely skewed, It is well known that one would log normalize ( take log and then normalize or standardize) the data before passing to regression ...
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2answers
52 views

Should I convert the number after log transformation back to the original for calculating RMSE?

When I built the model, I applied the log transformation to all variables including the dependent variables. Now, I'm calculating the RMSE for the evaluation, and the result is in the log format, ...
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1answer
68 views

Interpretation Confidence interval including zero

I'm performing a negative binomial regression (xtnbreg in Stata). However, I found that the confidence interval of my regression includes zero. I have no clue how ...
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0answers
138 views

Interpret GLM log link coefficients

I am currently doing a college assignment in which I have a GLM model in the gaussian family with a log link. I would like to know what the impact per variable is. I know how to calculate the ...
0
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1answer
52 views

Is it correct to do stats in log transformed metabolomics data?

I have a dataset from targeted metabolomics analysis, the units I am working with are ng/ml[creatinine] (I use creatinine concentration to normalize the data since the samples are urine and can have ...
0
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1answer
52 views

Interpret log-linear with dummy variable

I have the following model: ln(y) = b0 + B1 X1 + B2 ln(X2) + B3 X3 My X1 is a dummy that can take the values 0, 1 and 2. The coefficient for the dummy 1 is -0,500 My question is how do i interpret ...
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0answers
69 views

How to interpret coefficient when the dependent variable is a percentage change?

I am having some trouble interpreting my regression output. My model is LN of transaction volume = alpha + $\beta_1$_RER + control variables RER is defined as the change in the average exchange rate ...
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0answers
13 views

Interpretation of log(1+x) variable with y in percentage

In std regression analysis, I'm wondering what the correct interpretation of a log (1+x) variable is when my y is in percentages. My x variable takes on values from 0-4, with the the majority of the ...
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1answer
1k views

what is the log of the PDF for a Normal Distribution?

I am learning Maximum Likelihood Estimation. Per this post, the log of the PDF for a normal distribution looks like this: $$ \log{\left(f\left(x_i;\,\mu,\sigma^2\right)\right)} = - \frac{n}{2} \log{\...
2
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1answer
47 views

Is a linear correlation between logs useful for making predictions with a regression model?

As I mentioned in a previous question, I have two variables which seem to show a strong linear relationship between the logs of the two variables, even if there is no clear relationship between them ...
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1answer
26 views

Log transformed data

When you log transform data what is being tested on the original scale of the data? And why can we use our log transformed data to answer our scientific question? We are looking at data comparing ...
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5answers
2k views

What is the intuitive meaning of having a linear relationship between the logs of two variables?

I have two variables which don't show much correlation when plotted against each other as is, but a very clear linear relationship when I plot the logs of each variable agains the other. So I would ...
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1answer
82 views

skew normal computation

I want to compute probabilities assuming data have log skew normal distribution (in R). As I couldn't find any package that directly computes log skew normal (as plnorm does log normal), I am ...
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0answers
25 views

Log results in linear regression

I am just starting working with regression in R. I used some variables and their logs as well in the same regression equation. Unexpectedly, the results show significance of both, variables and their ...
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1answer
883 views

Gamma glm log link - what does predicted values mean

Does the predict function in R for gamma glm with log link predict the actual values or the mean value? There is a gamma glm model in R with log link. Using predict(model,data,type = 'response') to ...
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0answers
38 views

Sample size for AUC based on mean and SD of raw data

I'm trying to estimate the sample size required to achieve 80% power at a 5% significance level for a superiority study comparing AUC from bioavailability data. My challenge is the only previous ...
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0answers
24 views

Log scale abnormaly

I am currently trying to fit my data into an SARIMA model. In order for my data to be stationary, I applied log to it. But when I checked my model fit data, there is an anomaly which messes up my ...
2
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1answer
66 views

Computation within log space

What is the conversion of the following equation into log space? $bf2 = 1 + (p * (bf1 - 1))$ Given log.bf1 (log Bayes factor), how do I get to log.bf2 without having to compute bf1, but instead ...
0
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1answer
1k views

Log Transformation in R

I need to transform my not normal distributed data to normal distributed variables. Therefore I need to log-transform them. Log10(x+1) has not worked to create a normal distribution. Therefore, I want ...
3
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2answers
149 views

Unbiased Estimator for $\log\left[\int p(x\mid z)p(z) \, dz\right]$

The naive Monte Carlo estimator is an unbiased estimator for $\int p(x\mid z)p(z) \, dz$, is there a convenient unbiased estimator for $\log \left[\int p(x\mid z)p(z)\,dz \right]$
2
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2answers
179 views

Interpretation of β in case of log-lin model for relationship between X and Y

In many papers, the dependent variable is transformed by taking natural log. For instance, consider the following model: $$\newcommand{\Cov}{{\rm Cov}} \ln(\text{Y}) = \alpha + \beta\, X_1 + \epsilon ...
2
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1answer
115 views

Linear regression - Can I log transform dependent variable and one of the independent ones and keep the rest not transformed? [duplicate]

I have model where my dependent variable is Total money spend and then I have independent variable Income and some other ...
2
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1answer
675 views

Computing the Hessian of maximum log likelihood function

I am trying to find the Hessian matrix for the maximum log likelihood function given training data {(xi, yi)} for i=1:N with yi ∈ {+1, −1} for each i = 1, . . . , N for the function: When I try to ...
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0answers
50 views

Interpretation on the Log-Lin model with high coefficients

So my model has some high coefficients and i have many doubts how should I interpret them $LnHomii_t = 1.183 - 0.535 LnRendai_t + 4.46\times 10^6Escolai_t - 7.98\times 10^7BOLFAMi_t - 5.378Ginii_t + ...
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0answers
64 views

Log-log regression where variables are in terms of growth rate

I would like to estimate elasticity of exchange rate on export. The specification takes the following form: $$Exp=\alpha+\beta_0REER+\beta_1GDP^{p}+\epsilon$$ where, $Exp$ is export growth calculated ...
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0answers
16 views

Does log-transform independent variable actually help reducing absolute relative errors in regression?

Based on my experience, I usually log-transform my target variable especially in cases dealing with price prediction. Mainly, it helps with the interpretability. However, I have seen some cases where ...
0
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1answer
42 views

Converting relative effect to absolute effect in log model

I have the following model; log(daily sales) = intercept + B1*(event dummy) + error My response variable(daily sales) is basically a daily time series and 'event dummy' is an indicator variable ...
0
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1answer
160 views

Log-Log in panel data for multiple regression

I'm using a model, for an article, with 6 independent variables. I used the logarithmic transformation of the dependent variable (Y) and 2 of the 6 independent variables. One of my professors said ...
2
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1answer
68 views

In OLS, while using log-log and linear-log transforamtions, is valid to transform some regressors only?

In OLS I was wondering if it is valid to log-transform some regressors only. Specifically, continuous regressors, because it is advised not to transform binary or categorical variables. For instance, ...
2
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1answer
1k views

Interpreting adjusted R-squared of a log transformed regression model

I am running a linear regression model where the dependent variable (Y) is log-transformed. I am struggling on how to interpret the adjusted R-squared of this log-transformed model that is meaningful. ...
0
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1answer
136 views

Odds ratio, Meta-analysis

I have the following for the data for the meta-analysis: OR , standard errors, logged OR , variance of logged OR I have generated a forest plots first using "OR" with "variance of logged OR" using ...
2
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0answers
117 views

Interpreting forecast predictions of log transformed data

Using the forecast function in R, I make a 1-step prediction for a log-transformed data set Y, ( Y = log(X) ). This prediction gives me a mean and a 95% prediction interval. How valid is this ...
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0answers
17 views

log model , per capita variabel?

I have a question regarding statistics interpretation . As far as I know when I have two variables I can interpret the results as following: Y and X -- a one unit increase in X would lead to a β β ...
0
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1answer
42 views

Interpretation of Regression Coefficients with log transformation [closed]

I am struggling to understand the interpretation of the regression coefficient in a log-log model, log-linear model and linear-log model. To give an example, let's assume that I have the following ...
5
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1answer
2k views

How to back-transform a log transformed regression model in R with bias correction

I have created a model to predict the number of people with a certain characteristic (Y) based on predictor variables $X_1$, $X_2$, $X_3$, $X_4$. The model is a multiple linear regression and both the ...
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0answers
741 views

Price elasticity in logistic regression with log price

I'm estimating demand and calculating price elasticity using logistic regression. In logistic regression with level price, elasticity is $$ \alpha*price*(1-share)$$ while if one uses log of price, ...
4
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2answers
560 views

Is a distribution still considered right-skewed if the majority of responses are zero?

i have a distribution in which the majority of cases take the value of zero and then there are a few (perhaps 10%) with values of 1,2 or 3. would this distribution still count as right skewed even ...