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Re: st: Using natural logs on RHS of maximum likelihood models


From   David Hoaglin <[email protected]>
To   [email protected]
Subject   Re: st: Using natural logs on RHS of maximum likelihood models
Date   Wed, 27 Mar 2013 07:31:29 -0400

Jay,

I would say "one idea," rather than "the idea."  Even if the data
contain no points of high leverage (which may or may not exert
disproportionate influence), a transformation of an RHS variable may
remove nonlinearity in its contribution to the model.  Sometimes a
transformation both reduces the leverage of high-leverage points and
removes nonlinearity.

David Hoaglin

On Wed, Mar 27, 2013 at 12:41 AM, JVerkuilen (Gmail)
<[email protected]> wrote:
>
> Anyway, the idea behind log-transforming an RHS variable would be to
> reduce high leverage points induced by a long right tailed
> distribution such as income, wage, or something like that. It poses no
> in principle problems but of course a log-transformed variable is not
> the same as the oroginal variable.
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