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From |
"Clive Nicholas" <clivelists@googlemail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Log Transform Justification |

Date |
Mon, 27 Aug 2007 14:31:02 +0100 |

Bilal Hossain wrote: > In my PhD project, I was having problem to have a good model with > Thikonov Regularization in inverse problem. I checked the data and > try to get a good distribution of the data set. I did log transform > of raw data and run the model with transformed data. The model that I > get is fantastic. Now I am happy to put the model, however, I think I > have to justify the data transformation. So how can I justify? Like Phil, I would say that's hard to answer your query properly if you don't show us _exactly_ what you did. Also like Phil, I'll reply using first principles, adding to his comments. The main justification for log-transforming your dependent variable is pretty straightforward: if your variable is a proportional, normalized measure ranging from 0 to 1, a regression model may predict values that lie outside that range, which wouldn't make any sense, since you can't have >100% or <0%, for instance. Another problem is that an independent variable has a lot less impact on the extreme margins of such a dependent variable than it does at its centre. Thus, you log-transform (LT) the variable, transforming the scale from 0-1 to minus infinity-plus infinity. You now have an unbounded scale this is _linear_ in the coefficients. I fit models using LT variables in Stata all the time, and I always use -glm- to fit them, adding -logit- as the -link()- option. You should find that -glm- suits your requirements in this regard. -- Clive Nicholas [Please DO NOT mail me personally here, but at <clivenicholas@hotmail.com>. Thanks!] "Courage is going from failure to failure without losing enthusiasm." -- Winston Churchill * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: st: Log Transform Justification***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

**References**:**st: Log Transform Justification***From:*Md Bilal Hossain <mhossai7@une.edu.au>

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