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Re: st: random variable transformation


From   Eliana Viviano <eliana.viviano@uniroma2.it>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: random variable transformation
Date   Sat, 26 Apr 2003 10:03:45 +0200

Nick 

The back transformation is not feasible because Z is a random variable and

E(exp(Z) is different from exp(E(z)).
The logit link is a veru good suggestion.
Thank you a lot
Eliana


>You can back transform algebraically using exp(Z) / (1 + exp(Z)), but
>another more general possibility is to use -glm, link(logit)-, which
>automatically yields predictions on the scale of Y. You need neither
>transformation nor back-transformation. There is still the question of
>which error family to use. 
>
>See also 
>How does one estimate a model when the dependent variable is a
>proportion?
>http://www.stata.com/support/faqs/stat/logit.html
>
>Nick
>n.j.cox@durham.ac.uk
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