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

[Richard Goldstein <richgold@ix.netcom.com>]

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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