Date:         Fri, 26 May 2006 09:51:49 -0500
Reply-To:     Bryan <bryan.groups@HOTMAIL.COM>
Sender:       "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From:         Bryan <bryan.groups@HOTMAIL.COM>
Subject:      Re: Statistical question
Comments: To: davidlcassell@MSN.COM
Content-Type: text/plain; format=flowed

Baogong,

David's right on target.  If you want more info there's more here on the
UCLA stat's page:

http://www.ats.ucla.edu/stat/sas/webbooks/reg/chapter2/sasreg2.htm

You might look especially at the example in section 2.3.

Now if you're supervisor is totally sold on the idea of transforming and
smearing that's a different matter : )

Bryan


>From: David L Cassell <davidlcassell@MSN.COM>
>Reply-To: David L Cassell <davidlcassell@MSN.COM>
>To: SAS-L@LISTSERV.UGA.EDU
>Subject: Re: Statistical question
>Date: Thu, 25 May 2006 22:42:40 -0700
>
>bgjiang@GMAIL.COM wrote:
>>I got a question from my supervisor, But I do not know how to answer.
>>here is the question:
>>
>>  "Say you log transform a dependent variable that is not normal and then
>>perform regression.  Maybe the dependent variable is $.  Then to interpret
>>the results, you have to retransform the log back to $.  Articles talk
>>abou=
>>t
>>using a smearing factor.  What is a smearing factor and how is it
>>determined?"
>>
>>anyone can help me with the answer or point me to  some reference.
>>
>
>I see Robin has already given you a good answer.
>
>So let me just kvetch a bit.
>
>The distribution of Y has nothing to do with the problem.  Y may be
>horribly distributed: a long tail, or huge outlying points, or anything.
>And it may be *fine* for the regression model.  Because the values
>of your regressors may be making Y look like that.
>
>What matters is the distribution of the *residuals*.  Not the distribution
>of Y.  If the residuals are non-normal, then you need to fix things.
>But if you decide to fix things by transforming Y, or some of the X's,
>or both, then you should be using PROC TRANSREG and letting it
>do all the dirty work for you.
>
>HTH,
>David
>--
>David L. Cassell
>mathematical statistician
>Design Pathways
>3115 NW Norwood Pl.
>Corvallis OR 97330
>
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