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RE: st: ln transform and box cox
From
Thomas Norris <[email protected]>
To
"[email protected]" <[email protected]>
Subject
RE: st: ln transform and box cox
Date
Wed, 6 Mar 2013 15:43:59 +0000
Thank you both for your advice, I will get the book. As my models are using serially collected data in the same participant, I was fitting using xtmixed, not regress. Does this change things? Please excuse my ignorance.
Many thanks,
Tom
-----Original Message-----
From: [email protected] [mailto:[email protected]] On Behalf Of JVerkuilen (Gmail)
Sent: 06 March 2013 15:36
To: [email protected]
Subject: Re: st: ln transform and box cox
100% agree with Maarten and it's what I show in class now.
However, if you want to do transformations I highly recommend getting your hands on a copy of A. C. Atkinson's Plots, Transformations & Regression (Oxford, 1986).
On Wed, Mar 6, 2013 at 10:16 AM, Maarten Buis <[email protected]> wrote:
> On Wed, Mar 6, 2013 at 4:07 PM, Thomas Norris wrote:
>> I am running estimated fetal weight growth models. Weight shows increasing variance as gestation proceeds so I was advised to take the natural logarithm of weight to address this issue. However I am having doubts about whether this transformation is appropriate. Should I instead use a box cox transformation of the weight variable?
>>
>> If this is the case, how would I proceed with running the box cox? I have used the help and see that the syntax is straightforward, but I don't know how I would include the independent variables (age), as in my case, this is what I am trying to find out, ie which age term(s) best describe the data using the fracpoly command. With natural log weight, the best 2 degree fracpoly was with age terms 1 and 2 (fracpoly command didn't converge on raw scale), but if I put these in the box cox, they are based on natural logged data, which is the thing I am doubting.
>
> Generally, the advise on this list is not transform the
> dependent/explained/response/left-hand-side/y variable but to use a
> log-link function instead. See:
> <http://blog.stata.com/2011/08/22/use-poisson-rather-than-regress-tell
> -a-friend/>
>
> Your real problem problem appears to be the combination of -fracpoly-
> and -boxcox-, which is not allowed. You can use either -glm- or
> -poisson- with -fracpoly-, thus solving your problem.
>
> -- Maarten
>
> ---------------------------------
> Maarten L. Buis
> WZB
> Reichpietschufer 50
> 10785 Berlin
> Germany
>
> http://www.maartenbuis.nl
> ---------------------------------
>
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--
JVVerkuilen, PhD
[email protected]
"It is like a finger pointing away to the moon. Do not concentrate on the finger or you will miss all that heavenly glory." --Bruce Lee, Enter the Dragon (1973)
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