In article <[EMAIL PROTECTED]>, S Fan <[EMAIL PROTECTED]> wrote: >If you plot the residuals, the residuals seem getting bigger (or >smaller), then you may need transformation. >When doing regression, one assumption is that the data follow a >constant (though unknown) sigma. >Hope it helps. >S Fan
This is NOT the most important assumption; one can modify the regression approach to take it into account. The MOST important assumption is that the relationship is a linear relationship, with the "errors" independent of (or at least uncorrelated with) the predictors. Non-trivial transformations are extremely unlikely to preserve this property. >On 19 Apr 04 03:24:58 -0400 (EDT), opaow wrote: >>Hi.I am just quite confused about data transformations (specially in >>doing ANOVA and Regression)... When and why do we transform data?... >>Any help??? I'm not quite good at it.....thanks in advance.. -- This address is for information only. I do not claim that these views are those of the Statistics Department or of Purdue University. Herman Rubin, Department of Statistics, Purdue University [EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558 . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
