[Taking the liberty of posting back to r-help] I'd be curious what the particular objections were. I have one of those annoying "it depends" answers.
In general, transformation can (1) change [(de)stabilize] variance across groups/gradients; (2) (non)normalize residuals; (3) change [(non)linearize] relationships with gradients or time; (4) modify interaction terms; (5) change the interpretation of responses. The problem is that sometimes these goals conflict. "AVAS" (acepack, Hmisc packages) attempts to do #1 and #3 at the same time. If transforming your data brings you closer to satisfying the assumptions of your analytic methods and having a sensible analysis, then that's good. If it makes things worse, that's bad. Other choices, depending on the situation, include robust methods (for "outlier" problems); generalized linear models etc. (for discrete data from standard distributions); models using t- instead of normally distributed residuals; generalized estimating equations; etc etc etc ... transformation (if it works) is simple and (sometimes) interpretable. rkevinbur...@charter.net wrote: > That seems to be a general consensus to transform the data through > sqrt, log, diff, etc. I was particularly intrigued when I considered > Box-Cox transformation but there were other time-series gurus that > recommended against it. Particularly with seasonal or data with a > trend. Would you have any reservations? > > Thank you. > > Kevin > > ---- Ben Bolker <bol...@ufl.edu> wrote: >> >> >> rkevinburton wrote: >>> Hello, >>> >>> I asked a question about what the most likely process to follow >>> if after a time-series fit is performed the residuals are found >>> to be non-normal. One peron responded and offered to help if I >>> supplied a sample data set. Unfortunately now that I have a >>> sample I have lost the emai addressl. If you are that person or >>> have some ideas please email me back at rkevinbur...@charter.net. >>> >>> >>> >> It wasn't me, but ... transform the data? See e.g. ?MASS::boxcox >> >> >> -- View this message in context: >> http://www.nabble.com/Non-normal-residuals.-tp26083746p26084836.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ 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. > -- Ben Bolker Associate professor, Biology Dep't, Univ. of Florida bol...@ufl.edu / www.zoology.ufl.edu/bolker GPG key: www.zoology.ufl.edu/bolker/benbolker-publickey.asc
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______________________________________________ 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.