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


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: How to tell with transformation is better?
Date   Thu, 28 Aug 2008 09:51:07 -0400

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On Thu, Aug 28, 2008 at 8:49 AM, Richard Goldstein
<richgold@ix.netcom.com> wrote:
> 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)
>
> Rich
>
> 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.
>>
>> -Xin
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