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Re: st: How to tell with transformation is better?

From   Richard Goldstein <>
Subject   Re: st: How to tell with transformation is better?
Date   Thu, 28 Aug 2008 08:49:18 -0400

Sine y and log(y) are not comparable, you cannot compare the r-squared values for them either. For an "automatic" way of doing this download and use the -brsq- command (-findit brsq-); since this was written up in the STB, you can also download the article from Stata's web site

I have no idea what you mean by "very low" when referring to the value of r-squared; however, note that if you have cases with tied values on your predictor variables, but different values on your outcome (dependent) variable, then r-squared cannot possibly be as high as 1; in certain cases, these tied values will mean a maximum r-squared that is much smaller than 1; again, use -findit- to download the -maxr2- command (which was also written up in the STB and thus is also available for download)


wangxin wrote:

Hi, all:

I have a linear regression model which is not very
good since the R-square is very low.I test the
Log-transformed dependent also, which turns to be not
good also. I am wondering is there a way in Stata to
test which transformation for variable is better? Any advice is appreciated.

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