Date: Mon, 4 Aug 2008 10:13:38 -0700
Reply-To: "sophe88@yahoo.com" <sophe88@YAHOO.COM>
Sender: "SAS(r) Discussion" <SAS-L@LISTSERV.UGA.EDU>
From: "sophe88@yahoo.com" <sophe88@YAHOO.COM>
Organization: http://groups.google.com
Subject: which transformation
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Hi,
Binary 0/1 logistic regression. A continuous variable (unique values
>30) has pretty good univariate correlation with the dependant
variable, ~5%missing only. It has been selected from about ~1000
candidates.
Now somebody did log, sqrt, P99/p95 truncation and +several other
fancy transformations (one is from WOE, which I don't like). Each one
preserves original monoto. But how do we know one is better than
another? What procedures to run to compare them?
Thanks.
Paula
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