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st: proportion of explained variance with log-transformed outcome


From   Buzz Burhans <wsb2@cornell.edu>
To   statalist@hsphsun2.harvard.edu
Subject   st: proportion of explained variance with log-transformed outcome
Date   Tue, 18 Nov 2003 09:03:36 -0500

If one estimates the proportion of explained variance for a model using a log transformed variable, is that proportion of explained variance approximately applicable to the untransformed variable ? In other words, if I derive the proportion of explained variance of a dependant variable in a logtransformed model associated with a predictor variable, does that variable also explain a similar proportion of the variance (not necessarily exactly the same) in the untransformed raw metric? I appreciate that the variance itself in the two metrics is different, but is the proportion of explained variance similar?

I have a model in which a treatment effect is significant, but explains little of the total variance. The model is run on transformed variables (log transformed outcome, and a fractional polynomial dependant time variable). Interpretation in practical terms should speak to this issue of minimal albeit significant treatment effect relative to contribution to the total variance, but I am not sure how to express this, or even if I can make any statement about it relative to the original raw metric since I modeled in the transformed metric.

Any insights would be most appreciated.

Buzz Burhans




Buzz Burhans
wsb2@cornell.edu


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