Dear Jerry,
I would be interested in the references
and responses on this topic as well. A book I have
used which has a useful Chapter(Chepter 11) on
Transformation of Variables is
Rawlings, J. O. (1988). Applied Regression Analysis: A
Research Tool. Pacific Grove, California: Wadsworth &
Brooks/Cole Advanced Books & Software.
Paul
http://www.biostatsoftware.com
--- Jerry Welkenhuysen-Gybels
<[log in to unmask]> wrote:
> Dear allstat members,
>
> I have a question wrt transformations of the
> response variable in GLMs and
> regression models in particular. Transformed
> response variables are often
> used to deal with model assumption violations. The
> parameters of this model
> provide the effects of the explanatory variables on
> the transformed
> response variable. If one wants to obtain their
> effects on the original
> response variable, a back-transformation has to be
> carried out in which the
> reverse transformation is applied to both sides of
> the model equation.
> However, this changes the interpretation of the
> parameters. E.g. when a
> logarithmic transformation was applied to the
> response variable, the
> backtransformation yields a multiplicative model
> instead of an additive
> model and the expected values on the basis of the
> model can no longer be
> interpreted as contional means but only as
> conditional medians.
> Can anyone provide me with references on this topic,
> i.e. on the issue of
> model parameter interpretations after a
> back-transformation. I know that
> most text books discuss this type of transformations
> but the
> back-transformation and the interpretation of the
> parameters is usually not
> discussed.
>
> Thanks,
> Jerry
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