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Re: st: ln transform and box cox


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: ln transform and box cox
Date   Wed, 6 Mar 2013 16:16:27 +0100

On Wed, Mar 6, 2013 at 4:07 PM, Thomas Norris wrote:
> I am running estimated fetal weight growth models. Weight shows increasing variance as gestation proceeds so I was advised to take the natural logarithm of weight to address this issue. However I am having doubts about whether this transformation is appropriate. Should I instead use a box cox transformation of the weight variable?
>
> If this is the case, how would I proceed with running the box cox? I have used the help and see that the syntax is straightforward, but I don't know how I would include the independent variables (age), as in my case, this is what I am trying to find out, ie which age term(s) best describe the data using the fracpoly command. With natural log weight, the best 2 degree fracpoly was with age terms 1 and 2 (fracpoly command didn't converge on raw scale), but if I put these in the box cox, they are based on natural logged data, which is the thing I am doubting.

Generally, the advise on this list is not transform the
dependent/explained/response/left-hand-side/y variable but to use a
log-link function instead. See:
<http://blog.stata.com/2011/08/22/use-poisson-rather-than-regress-tell-a-friend/>

Your real problem problem appears to be the combination of -fracpoly-
and -boxcox-, which is not allowed. You can use either -glm- or
-poisson- with -fracpoly-, thus solving your problem.

-- Maarten

---------------------------------
Maarten L. Buis
WZB
Reichpietschufer 50
10785 Berlin
Germany

http://www.maartenbuis.nl
---------------------------------

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