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Smearing retransformation
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Smearing retransformation : ウィキペディア英語版
Smearing retransformation
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:
\log(y) = f(X) + \mathrm
then, the level variable is given by:
y = \exp(f(X))\exp(\mathrm).


抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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