Linear regression with tranformed dependant variable

Previous Topic Next Topic
 
classic Classic list List threaded Threaded
4 messages Options
Reply | Threaded
Open this post in threaded view
|

Linear regression with tranformed dependant variable

R help mailing list-2
Dear all, I am trying to fit a multiple linear regression model with a transformed dependant variable (the normality assumption was not verified...). I have realised a sqrt(variable) transformation... The results are great, but I don't know how to interprete the beta coefficients... Is it possible to do another transformation to get interpretable beta coefficients to express the variations in the original untransformed dependant variable ? Thank you very much for your help!Noémie 
        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: Linear regression with tranformed dependant variable

Rui Barradas
Hello,

R-Help answers questions on R code, your question is about statistics.
You should try posting the question to

https://stats.stackexchange.com/

Hope this helps,

Rui Barradas

Em 23-10-2017 18:54, kende jan via R-help escreveu:
> Dear all, I am trying to fit a multiple linear regression model with a transformed dependant variable (the normality assumption was not verified...). I have realised a sqrt(variable) transformation... The results are great, but I don't know how to interprete the beta coefficients... Is it possible to do another transformation to get interpretable beta coefficients to express the variations in the original untransformed dependant variable ? Thank you very much for your help!Noémie
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
>

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: Linear regression with tranformed dependant variable

John C Frain
Before going to stackexchange you should consider if a square root
transformation is appropriate for the model that you are trying to
estimate. If you do so, you may be able to interpret the coefficients
yourself. If no explanation is obvious you probably should not be using a
square root transformation.

Also you might  google "square root transformation regression" and you will
find several useful links.

John C Frain
3 Aranleigh Park
Rathfarnham
Dublin 14
Ireland
www.tcd.ie/Economics/staff/frainj/home.html
mailto:[hidden email]
mailto:[hidden email]

On 23 October 2017 at 20:11, Rui Barradas <[hidden email]> wrote:

> Hello,
>
> R-Help answers questions on R code, your question is about statistics. You
> should try posting the question to
>
> https://stats.stackexchange.com/
>
> Hope this helps,
>
> Rui Barradas
>
> Em 23-10-2017 18:54, kende jan via R-help escreveu:
>
>> Dear all, I am trying to fit a multiple linear regression model with a
>> transformed dependant variable (the normality assumption was not
>> verified...). I have realised a sqrt(variable) transformation... The
>> results are great, but I don't know how to interprete the beta
>> coefficients... Is it possible to do another transformation to get
>> interpretable beta coefficients to express the variations in the original
>> untransformed dependant variable ? Thank you very much for your help!Noémie
>>         [[alternative HTML version deleted]]
>>
>> ______________________________________________
>> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide http://www.R-project.org/posti
>> ng-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
>>
> ______________________________________________
> [hidden email] mailing list -- To UNSUBSCRIBE and more, see
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posti
> ng-guide.html
> and provide commented, minimal, self-contained, reproducible code.

        [[alternative HTML version deleted]]

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Reply | Threaded
Open this post in threaded view
|

Re: Linear regression with tranformed dependant variable

Michael Friendly
In reply to this post by Rui Barradas
Step back a minute:  normality is NOT required for predictors in a
multiple regression model, though the sqrt(x) transformation may
also make the relationship more nearly linear, and linearity IS
assumed when you fit a simple model such as y ~ x + w + z.
(Normality is only required for the residuals/errors)

To see what's going on, you can make make partial regression /
added-variable plots using car::avplots. The loess smooth will
show you if the relationship is non-linear.

HTH
-Michael

> Em 23-10-2017 18:54, kende jan via R-help escreveu:
>> Dear all, I am trying to fit a multiple linear regression model with a
>> transformed dependant variable (the normality assumption was not
>> verified...). I have realised a sqrt(variable) transformation... The
>> results are great, but I don't know how to interprete the beta
>> coefficients... Is it possible to do another transformation to get
>> interpretable beta coefficients to express the variations in the
>> original untransformed dependant variable ? Thank you very much for
>> your help!Noémie
>>     [[alternative HTML version deleted]]
>>
>> ______________________________________________

______________________________________________
[hidden email] mailing list -- To UNSUBSCRIBE and more, see
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.