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!No?mie? [[alternative HTML version deleted]]
Rui Barradas
2017-Oct-23 19:11 UTC
[R] Linear regression with tranformed dependant variable
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!No?mie > [[alternative HTML version deleted]] > > ______________________________________________ > R-help at r-project.org 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. >
John C Frain
2017-Oct-23 21:42 UTC
[R] Linear regression with tranformed dependant variable
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:frainj at tcd.ie mailto:frainj at gmail.com On 23 October 2017 at 20:11, Rui Barradas <ruipbarradas at sapo.pt> 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!No?mie >> [[alternative HTML version deleted]] >> >> ______________________________________________ >> R-help at r-project.org 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. >> >> > ______________________________________________ > R-help at r-project.org 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]]
Michael Friendly
2017-Oct-24 12:10 UTC
[R] Linear regression with tranformed dependant variable
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!No?mie >> ????[[alternative HTML version deleted]] >> >> ______________________________________________