[R] How to do log normal regression?

[Frederico Zanqueta Poleto]

A very simple and useful relation between the normal and log-normal distributions is that if log(Y) follows the normal distribution, then Y follows the log-normal distribution, and vice-versa.

Then, if you want to do a log-normal regression, you can take the natural logarithm of your data and do a normal regression.

Take a look on any book about statistical distributions, e.g. the one from Evans, Hastings and Peacock or Johnson and Kotz or Patel, Kapadia and Owen,  because I am not so sure, but I think the exponential of the fitted values will be the estimated median of the log-normal distribution.

Regards,
--
Frederico Zanqueta Poleto
fred at poleto.com
--
"All knowledge is, in final analysis, History. All sciences are, in the abstract, Mathematics. All judgements are, in their rationale, Statistics." Radhakrishna Rao


------------- Segue mensagem original! -------------

De: Spencer Graves <spencer.graves at pdf.com>
Data: Wed, 24 Aug 2005 21:18:48 -0700
Para: Haibo Huang <edhuang00 at yahoo.com>
Assunto: Re: [R] How to do log normal regression?

	  1.  Have you considered "nls" or "optim"?  The documentation for both 
includes useful examples.

	  2.  What do your Y values represent?  The almost universal standard 
today is maximum likelihood estimation.  If you tell us what the Y 
values are, someone might help you write a likelihood function that 
could then be maximized using "optim".

	  3.  I notice this is the third post I've answered for you in the past 
month.  I've been so busy recently, I tend to limit myself only to posts 
that are several days old for which I have not seen a reply.  I believe 
you might get quicker and more useful replies to your questions if you 
please read and try to follow the posting guide! 
"http://www.R-project.org/posting-guide.html".

	  Good luck.
	  spencer graves

Haibo Huang wrote:

> I want to fit a Log-Normal CDF function between two
> variables, and estimate the parameters. Is there any
> package/functions designed for this purpose? 
> 
> Basically, I have data for Y and X, and I suspect the
> relationship between Y and X is Y = CDF Log-Normal
> (X), and I want to run this regression to verify this
> and estimate the parameters. Anyone has any thoughts?
> 
> Any input is valuable to me, so please do not hesitate
> to share your thoughts. Thank you!
> 
> Ed.
> 
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-- 
Spencer Graves, PhD
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