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Re: st: random variable transformation

From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: random variable transformation
Date   Fri, 25 Apr 2003 18:16:02 +0100


> I have to estimate Y which is a variable comprised between 0 and 1.
> I have then transformed into Z=log(Y/(1-Y)) and I have used OLS to
estimate Z.
> The point is: How to get predicted values for Y from predicted
values for Z?

You can back transform algebraically using exp(Z) / (1 + exp(Z)), but
another more general possibility is to use -glm, link(logit)-, which
automatically yields predictions on the scale of Y. You need neither
transformation nor back-transformation. There is still the question of
which error family to use. 

See also 
How does one estimate a model when the dependent variable is a

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