Questions tagged [logarithm]
The logarithm of a number is the power to which the base must be raised to get the number.
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Back transformation of mixed models
Need your help:
I did my thesis about influence of parenteral nutrition on the liver with repeated measurements and missing data (retrospective aspect) so I used mixed models for statistical analysis.
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Questions about log-log regression model including dummy variables [closed]
I have the following regression, where xi are continuous variables and d_i are dummy variables (four types in total):
log(y)=-0.017-0.76log(x1)+0.21log(x2)+0.06d_1+0.33d_2+0.41d_3
Here are my ...
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Unbounded function with finite integral [migrated]
I am facing the following condition in order to apply a theorem in a paper:
$$
\int_{\mathbb{R}}\left[\phi^{\prime}\left(|x|^2 / 2\right)\right]^4(1+|x|)^{-\nu_2} d x<\infty.
$$
It is stated the if ...
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Does log-transforming a slightly-skewed y variable make any sense?
I'm separately analyzing 5 subsets of my data and running multiple linear regressions with the same outcome variable in each. (I am also running a single regression with all the subsets and using the ...
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Log scale on two axis vs 1 vs none
I would appreciate some advice on the most appropriate way of displaying the behaviour between two variables: # of subscribers in the first month and # activity (combination of actions)
I'm not sure ...
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Log of a log-transformed variable
I have been suggested to use the log of a log-transformed independent variable (i.e., log(log healthcare expenditure)). I am not sure how would this make sense. Is this a standard practice (in the ...
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Why using log transformation of target variable helps regression return positive values?
I am working on a linear regression model predicting the quantity of goods to order in the future. However, with some items, the model return negative values (despite the fact that all target values ...
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Both quadratic and linear term are insignificant
I am trying to fit a model which has age as a control variable and mental health score as my dependent variable. I centered the age because 0 is not meaningful in my analysis. I tried age, age^2, log(...
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negative values after log transformation
I need to find input demand for several food crops. Here I used profit function approach to find price elasticities. It is a time series data analysis. However, I have to normalize and find real ...
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Interpretation of log-linear regression
The regression is
$$\ln y = \beta_0 + \beta_1 x_1 + \beta_2 x_2 + \varepsilon$$
I know there is an approximation, but what about the exact interpretation of $\beta_1$ in non-log terms of $y$?
This ...
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Log linear transformation in diff-in-diff (did_multiplegt)
I have a panel dataset of firms that take a treatment in different time periods and which may also stop being treated, or may not be treated at all. I am using the did_multiplegt in Stata. I want to ...
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Log-Transform Values in the range of -400 to 400. Would adding a large constant matter for log-transform? [duplicate]
My data consists of score values in the range of -400 to 400.
I am thinking of log-transforming them, but is it statistically wise for me to make 400 as a constant?
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What can I say on scatter plots generated with log transformed variables? [closed]
Please imagine we got scatter plots revealing a (1)rising straight line (/), (2)horizontal line (-), or (3)u-shape line (U), after log-transforming (a)one of two variables, or (b)both variables. So, ...
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Log-log linear model interpretation, when does the approximation not hold?
I read in the following post: Interpreting Log-Transformed Percentages in OLS that
In a log-log model, such as $\log(y) = b_0 + b_1 \log(x)$, I know that
with OLS the standard interpretation is a &...
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Running a regression of sorts with data in different forms - logs, levels, percentages
This is my first question on StackExchange, and while I've looked at other posts related to similar things, I haven't found a fully satisfactory answer.
My thesis is looking at some macroeconomic ...
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Does the P value need to be "back- transformed" after logging one variable in Regression analyse?
I have a data series, sediment concentration in water Vs Time. The data is not normal but I want to use regression and so have logged the sediment concentration (log10(x)). The residual and fit to ...
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Question Concerning the Invariance of a Log-Transformed Normal Random Variable under Reciprocal Transformations
So I just started looking through through E.J. Gumbel's "Statistics of Extremes" (1958) and I came across a rather strange problem that I had never seen before. The problem is phrased as ...
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log(x * constant) transformation
I am a conservation biologist and I am creating a new index to classify species extinction risk. The index ranges from one to zero, with scores closer to one representing a higher extinction risk. Due ...
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dataset in log & lin-lin regression function vs. dataset not in log & log-log regression function: Why different results in R?
I've discovered by chance that R produces different results when using a dataset which has been first transformed by the natural logarithm and then loaded into R for analysis and when the dataset is ...
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How do I interpret these results? [duplicate]
I have some data and have performed a long rank test using the survminer package in R:
survdiff(Surv(survivaltime, status) ~ gene, data = data)
I am effectively ...
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How to adjust for lognormal distribution in linear regression when dependent variable is a ratio?
I am working on a model that uses a dependent variable (Damage ratio) that is a ratio composed of two other variables (Flood damage / market value). One of those variables follows lognormal ...
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regression log transformation output with smaller than 1 unit increase
I have a question.
I did a simple regression with the depended variable being logged
log(x) = a + by
Now that I have my outcome I am aware of how to transform it to a percentage change in the ...
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How to interpret log likelihood [duplicate]
I am using negative binomial regression on panel data. I would appreciate help interpreting part of my regression table. The log likelihood is very low (~-7000) and doesn't change that much- does that ...
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Interpreting log-log regression with log(1+x) as independent variable
Is interpreting log-log regression with log(1+x) as independent variable the same as having log(x) as independent variable? 1% increase in x results in beta% change in y?
What is x has both negative ...
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Is ln(y+Δy) == β0 + β1(X+ΔX) in log-linear/non-linear regression?
I came across the following in explaining the log-linear regression model.
Given the model $\log(Y_i) = β_0 + β_1X_i + u_i$
The expected value of $\log(Y)$ given $X$ is $β_0 + β_1X$.
So far, so good. ...
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Robust regression after log-log transformation
I’m considering to do a robust regression after the dependent variable and two of the independent variables have undergone a log (ln) transformation. (Because of economic reasons.) The remainder of ...
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Can I compare model output from GARCH and EGARCH when the EGARCH is log conditional variance?
I have used the rugarch package in R to construct a sGARCH and an eGARCH model, but have ...
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Back-transformation of confidence intervals
I have read that I can simply back-transform my confidence intervals from my (mixed) linear models, which seems very handy for model interpretation.
What I don't understand is why log-transforming the ...
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Regression with independent variables as percentages [duplicate]
I'm trying to run a regression analysis where my dependent is number of deaths and some of my independent variables are things like: poverty rate (Ex - 0.16, 0.09), incarceration rates (Ex 0.0042, 0....
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Log Transformation to treat outliers
I am trying to replicate a research paper as part of my Applied Econometrics course, and I came across a particularly vague statement in the reference paper.
"Following Malmendier and Tate (2005),...
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Which method of logarithmic transformation is correct to use in linear model?
I try to do a simple linear model with logarithmic transformation of y values. I found that depending on which method I use the results differ and I don't ...
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Comparing RMSE/MSE of original data and log10-values of the same data
I want to see if my models work better on the original data or on log10 transformed data. But how can I do this? Normally I train the model, calculate the RMSE/MSE on the test data and compare these ...
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How to handle a highly right skewed dataset without 'hurting' it too much?
I have a freemium mobile app usage dataset. I want to perform a regression with the average spending per month (continuous) as a dependent, and if they came via referral program (binary) as the ...
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E(log(x)) to E(x) [duplicate]
Sorry if this is a straightforward question, but I have tried digging into econometrics book and cannot find anything about it. I worked on a model with ...
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Should I use a two-tailed t-test to generate p-values?
I have a data set similar to the one below. The real data set has 89 values in each column. I'm looking at the expression of RNA between two different treatments (treatment $X$ and treatment $Y$).
<...
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Taking the logarithm of observational errors
I have a set of observational measurements, each with their unique +/- observational error.
I need to take the logarithm of this set of data. My question is, to include the error bars in the logarithm ...
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Is there an intuitive way to present or interpret log earnings when plotting predictive probabilities?
I am running a regression analysis that shows how earnings have changed across cohorts. I log my outcome (earnings) as it is the standard practice in my field. To ease the interpretability of log ...
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Interpreting Impulse Response Function after first differences of logarithm transformation
I created an impulse response function from a VAR model. I used data transformed by taking the first difference of logarithms. I am now in trouble with giving a substantive interpretation of the scale ...
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Can a natural logged control variable drastically change a regression?
Hello I am writing my undergraduate accounting & finance dissertation so my statistical knowledge is quite basic. So one of my OLS regressions has Firm value as the dependent and CSR as the ...
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log transformation with the self-reported health score variables
With self-reported health scores (as a dependent variable) - such as CES-D for depression which typically ranges from 0 to 60, I was wondering whether log-transforming these scores would allow me to ...
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How to justify logarithmically scaled frequency for tf in tf-idf?
I am studying tf-idf (term frequency - inverse document frequency). The original logic for tf was straightforward: count of term t / number of total terms in the document.
However, I came across the ...
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Estimating the log-space sigma (std) parameter of a lognormal distribution from its regular-space mean and variance
validaters,
I've spent a lot of time on this issue and I can't figure it out yet.
So, a lognormal distribution is being defined as follow: X=e^(μ + σ Z), where Z is ...
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How to interpret linear regression with log10 dependent variable
I have run a linear regression in R where independent variable = X and dependent variable = log10(Y). The results indicate that r2 = 0.11 and p = 0.04.
Now how can I calculate the percentage of ...
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Formal way to test what kind of differencing is necessary?
I'm working on a project that concerns time series data for South-Africa. My series has 34 explanatory variables and only (!) 30 yearly observations. The analysis is meant to be high-dimensional, ...
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Get Standard Deviation and Variance of log 10 data in Excel
In Excel, my data is between 0.000001 and 0.005 and treated as "logarithmic" so I transformed by log 10 (log10(x)) which are all negative.
The Excel Var.P() and Stdev.p() functions can only ...
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X intercept of a log-log linear model in R using lm ()
A linear regression on dependent and predictor variable was run on simulated data after log transformation.
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Log-Log model errors are not normal
I am trying to model sales as a function of various variables (debt, number of employees, competitors etc.). For this I have transformed both dependent and independent variables using natural ...
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is the % difference between 2 log numbers the same as for the corresponding real numbers?
I am editing a report that has a table showing average treatment effects expressed as [log(kg/ha)] - its about growing maize. The authors have compared treatment and control values of 7.42 and 7.10 ...
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why does log scale does not start at 0
I need help in understanding the curve shown in the image. As you can see in the image that I-V curves in (a) is for linear scale and it shows 0 Amps at 0 Volts. But for logarithm scale I-V curves in (...
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