Smearing retransformation
Encyclopedia
The Smearing retransformation is used in regression analysis
, after estimating the logarithm
of a variable. Estimating the logarithm of a variable instead of the variable itself is a common technique to more closely approximate normality. In order to retransform the variable back to level from log, the Smearing retransformation is used.
If the log-transformed variable y is estimated as:
then, the level variable is given by:
Regression analysis
In statistics, regression analysis includes many techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables...
, after estimating the logarithm
Logarithm
The logarithm of a number is the exponent by which another fixed value, the base, has to be raised to produce that number. For example, the logarithm of 1000 to base 10 is 3, because 1000 is 10 to the power 3: More generally, if x = by, then y is the logarithm of x to base b, and is written...
of a variable. Estimating the logarithm of a variable instead of the variable itself is a common technique to more closely approximate normality. In order to retransform the variable back to level from log, the Smearing retransformation is used.
If the log-transformed variable y is estimated as:
then, the level variable is given by: