[R] Non-normal residuals.
bolker at ufl.edu
Tue Oct 27 23:06:02 CET 2009
[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
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)
rkevinburton at 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.
> ---- Ben Bolker <bolker at ufl.edu> wrote:
>> rkevinburton wrote:
>>> 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 rkevinburton at charter.net.
>> It wasn't me, but ... transform the data? See e.g. ?MASS::boxcox
>> -- View this message in context:
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Associate professor, Biology Dep't, Univ. of Florida
bolker at ufl.edu / www.zoology.ufl.edu/bolker
GPG key: www.zoology.ufl.edu/bolker/benbolker-publickey.asc
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