If you form categories, you add even more error, specifically, the variation in the distance between each number and the category boundary.
What's wrong with just including it in the regression? Yes, the measure X1 will account for less variance than the underlying variable of real interest (T1, each individual's mean, perhaps), but X1 could still be useful in two ways. One, it might be a significant predictor of the dependent variable Y despite the error. Two, it might increase the sensitivity of the model to other predictors (X2, X3...) by accounting for what would otherwise be error. What you cannot conclude in this case (when you measure a predictor with error) is that the effect of (say) X2 is not accounted for by its correlation with T1. Some people try to conclude this when X2 remains a significant predictor of Y when X1 is included in the model. The trouble is that X1 is an error-prone measure of T1, so the full effect of T1 is not removed by inclusion of X1. Jon On 03/07/09 12:49, Juliet Hannah wrote: > Hi, This is not an R question, but I've seen opinions given on non R > topics, so I wanted > to give it a try. :) > > How would one treat a variable that was measured once, but is known to > fluctuate a lot? > For example, I want to include a hormone in my regression as an > explanatory variable. However, this > hormone varies in its levels throughout a day. Nevertheless, its levels differ > substantially between individuals so that there is information there to use. > > One simple thing to try would be to form categories, but I assume > there are better ways to handle this. Has anyone worked with such data, or > could > anyone suggest some keywords that may be helpful in searching for this > topic. Thanks > for your input. > > Regards, > > Juliet > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Jonathan Baron, Professor of Psychology, University of Pennsylvania Home page: http://www.sas.upenn.edu/~baron Editor: Judgment and Decision Making (http://journal.sjdm.org) ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.