Regression on transformed variable
Christofer Bogaso <[email protected]> Thu, 19 Mar 2026 18:26:41 +0530
| Newsgroups | gmane.comp.lang.r.general |
|---|---|
| Message-ID | <CA+dpOJmaRRJHiXiEV+9Hu+Fw=X4YtNHOyABj=J9GmtZQ+V4beg@mail.gmail.com> |
Hi, In many case, we need to transform the dependent variable before fitting a regression equation, to make it "well-behaved" like close to normal curve etc. like, f(y) = alpha + beta1 X1 + beta2 X2 + ... + epsilon Now for prediction, R will typically calculate E[f(y)] based on the fitted coefficients. However, in real scenario, we actually need to find E[y]. Typically, we perform reverse transformation like on fitted E[f(y)] directly. However, I believe that in this process, we also need to make some additional correction for non-linearity in the f() to correctly calculate E[y]. Onr possible way to do it, may be using Taylors approximation. My question is there any R function that would directly do that based on the shape of f()? Thanks for your time.