Well, if you want ideas for a whole range of transformations, try -qladder-.
Other than that, you have provided the measure of a better transformation by
employing the R-square. I do not think that there is a procedure in Stata
that explicitly endorses such a model selection strategy. In terms of
covariates, -stepwise- comes to mind...
HTH
Martin
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of wangxin
Sent: Thursday, August 28, 2008 4:03 AM
To: [email protected]
Subject: st: How to tell with transformation is better?
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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