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Re: st: random variable transformation


From   Nick Cox <n.j.cox@durham.ac.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: random variable transformation
Date   Sun, 27 Apr 2003 15:41:01 +0100

Eliana
 
> 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.

Indeed. And the use of generalised linear models as 
a way of avoiding the consequent transformation bias 
has been urged by many people. There is a very good 
expository paper by 

Lane, PW. 2002. Generalized linear models in soil science. 
European Journal of Soil Science 53: 241-251. 

Don't worry about the soil science flavour, which 
is not strong. 
 
Nick
n.j.cox@durham.ac.uk
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