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From |
Roger Newson <roger.newson@kcl.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
st: RE: Log transform- SE or std |

Date |
Mon, 23 Jun 2003 20:42:19 +0100 |

At 19:52 23/06/03 +0100, Nick Cox wrote (in reply to Ricardo Ovaldia)::

Yet another way to do this isRicardo Ovaldia > I used a log transform to normalize the distribution > of a biochemical substance. I then use a ttest to > compare the transformed mean of cases to controls. I > now want to present my results listing the means, stds > and the p-value. I could present the original > (untransformed) means and stds, but I think that is > misleading. Now, I know that the transformed mean is > the geometric mean, so no problem there, but what > about the standard error. How can I "untransform" it? I am not at all clear that the se has an analogue on the original scale. I suggest that it is easier, and possibly closer to the underlying problem, to exponentiate the confidence intervals given by -ttest- for the transformed means. Another way to approach this is by glm response caseorcontrol, link(log) by analogy with the principle (e.g. Conroy Stata Journal 2002) that a t test is equivalent to a regression on a binary explanatory variable.

gene byte baseline=1

regress response casecontrol baseline,noconst eform(GM/Ratio)

which displays instant confidence intervals for the baseline geometric mean and the geometric mean ratio. This is done by creating a constant X-variable -baseline- and including it in the model, fooling Stata into thinking that the model has no constant. (If you use the -eform- option without -noconst-, then the constant parameter is not shown.)

Some very useful information on the lognormal distribution and its parameters can be found on Stas Kolenikov's web page at

http://www.komkon.org/~tacik/

For instance, you will find out there that the coefficient of variation of the lognormal distribution is given by

CV=sqrt(exp(sigma^2 ) - 1)

or, alternatively,

sigma=sqrt(log(cv^2 + 1))

where sigma is the SD of the natural logs. I personally tend to use the coefficient of variation as my favourite dispersion measure for a lognormal distribution, especially when I am reporting power calculations. However, other people seem to like the geometric SD, defined as the natural antilog of the SD of the natural logs, or inter-percentile ratios.

I hope this helps.

Roger

--

Roger Newson

Lecturer in Medical Statistics

Department of Public Health Sciences

King's College London

5th Floor, Capital House

42 Weston Street

London SE1 3QD

United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648

Fax: 020 7848 6620 International +44 20 7848 6620

or 020 7848 6605 International +44 20 7848 6605

Email: roger.newson@kcl.ac.uk

Website: http://www.kcl-phs.org.uk/rogernewson

Opinions expressed are those of the author, not the institution.

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**References**:**st: Log transform- SE or std***From:*Ricardo Ovaldia <ovaldia@yahoo.com>

**st: RE: Log transform- SE or std***From:*"Nick Cox" <n.j.cox@durham.ac.uk>

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