Variable transformations

Prof. Maria Tackett

Oct 24, 2024

Announcements

  • Exam corrections (optional) due TODAY at 11:59pm on Canvas

  • Lab 04 due TODAY at 11:59pm

  • Team Feedback (from TEAMMATES) due TODAY at 11:59pm

  • Mid semester survey (strongly encouraged!) by TODAY at 11:59pm

  • HW 03 due Thursday October 31 at 11:59pm (released after class)

  • Looking ahead

    • Project: Exploratory data analysis due October 31

    • Statistics experience due Tuesday, November 26

Exam weighting

  • No curves on individual exam grades

  • Exams will be weighted to reflect significant progress throughout semester. There are 2 scenarios:

    • If Exam 02 score is at least 5 (out of 50) points greater than the Exam 01 score (before corrections), Exam 01 is 13% and Exam 02 is 27% of the final course grade

    • Otherwise, the exams are 20% each as stated in the syllabus.

Computing set up

# load packages
library(tidyverse)  
library(tidymodels)  
library(knitr)       
library(patchwork)
library(Sleuth3) #for data set

# set default theme in ggplot2
ggplot2::theme_set(ggplot2::theme_bw())

Topics

  • Variable transformations

Variable transformations

Data: Respiratory Rate vs. Age

  • A high respiratory rate can potentially indicate a respiratory infection in children. In order to determine what indicates a “high” rate, we first want to understand the relationship between a child’s age and their respiratory rate.

  • The data contain the respiratory rate for 618 children ages 15 days to 3 years. It was obtained from the Sleuth3 R package and is originally form a 1994 publication “Reference Values for Respiratory Rate in the First 3 Years of Life”.

  • Variables:

    • Age: age in months
    • Rate: respiratory rate (breaths per minute)

Rate vs. Age

Model 1: Rate vs. Age

resp_fit <- lm(Rate ~ Age, data = respiratory)

tidy(resp_fit) |>
  kable(digits = 3)
term estimate std.error statistic p.value
(Intercept) 47.052 0.504 93.317 0
Age -0.696 0.029 -23.684 0

Model 1: Residuals

Consider different transformations…

Transformation on Y

Identifying a need to transform Y

  • Typically, a “fan-shaped” residual plot indicates the need for a transformation of the response variable Y

    • There are multiple ways to transform a variable, e.g., Y, 1/Y, log⁡(Y)

    • log⁡(Y) the most straightforward to interpret, so we use that transformation when possible

  • When building a model:

    • Choose a transformation and build the model on the transformed data

    • Reassess the residual plots

    • If the residuals plots did not sufficiently improve, try a new transformation!

Log transformation on Y

  • If we apply a log transformation to the response variable, we want to estimate the parameters for the statistical model

log⁡(yi)=β0+β1xi1+⋯+βpxip+ϵi,ϵ∼N(0,σϵ2)

  • The regression equation is

log⁡(yi)^=β^0+β^1xi1+⋯+β^pxip

Log transformation on Y

We want to interpret the model in terms of the original variable Y, not log⁡(Y), so we need to write the regression equation in terms of Y

yi^=exp⁡{β^0+β^1xi1+⋯+β^Pxip}=exp⁡{β^0}exp⁡{β^1xi1}…exp⁡{β^pxip}

Note

The predicted value yi^ is the predicted median of Y. Note, when the distribution of yi|x1,…,xp is symmetric, then the median equals the mean. (See notes at the end for more details)

Model interpretation

yi^=exp⁡{β^0+β^1x1p+⋯+β^Pxip}=exp⁡{β^0}exp⁡{β^1xi1}…exp⁡{β^pxip}

  • Intercept: When xi1=⋯=xip=0, yi is expected to be exp⁡{β^0}

  • Slope: For every one unit increase in xij, yi is expected to multiply by a factor of exp⁡{β^j}, holding all else constant

Why is the interpretation in terms of a multiplicative change?

Model 2: log(Rate) vs. Age

term estimate std.error statistic p.value
(Intercept) 3.845 0.013 304.500 0
Age -0.019 0.001 -25.839 0


  • Interpret the intercept in terms of (1) log(Rate) and (2) Rate.

  • Interpret the effect of Age in terms of (1) log(Rate) and (2) Rate.

Model 2: Residuals

Compare residual plots

Log transformation on a predictor variable

Log Transformation on X

Try a transformation on X if the scatterplot shows some curvature but the variance is constant for all values of X

Rate vs. log(Age)

Model with Transformation on X

Suppose we have the following regression equation:

y^i=β^0+β^1log⁡(xi)

  • Intercept: When xi=1 (log⁡(xi)=0), yi is expected to be β^0 (i.e. the mean of yi is β^0)

  • Slope: When xi is multiplied by a factor of C, the mean of yi is expected to change by β^1log⁡(C) units

    • Example: when xi is multiplied by a factor of 2, yi is expected to increase by β^1log⁡(2) units

Model 3: Rate vs. log(Age)

term estimate std.error statistic p.value
(Intercept) 50.135 0.632 79.330 0
log_age -5.982 0.263 -22.781 0


Interpret the slope and intercept in the context of the data.

Model 3: Residuals

Choose a model

Recall the goal of the analysis:

In order to determine what indicates a “high” rate, we first want to understand the relationship between a child’s age and their respiratory rate.


Which is the preferred metric to compare the models - R2 or RMSE?

Compare models

Rate vs. Age log(Rate) vs. Age Rate vs. log(Age)
0.477 0.52 0.457


Which model would you choose?

Learn more

See Log Transformations in Linear Regression for more details about interpreting regression models with log-transformed variables.

Recap

  • Introduced variable transformations

🔗 STA 221 - Fall 2024

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Variable transformations Prof. Maria Tackett Oct 24, 2024

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  • Variable transformations
  • Announcements
  • Exam weighting
  • Computing set up
  • Topics
  • Variable transformations
  • Data: Respiratory Rate vs. Age
  • Rate vs. Age
  • Model 1: Rate vs. Age
  • Model 1: Residuals
  • Consider different transformations…
  • Transformation on Y
  • Identifying a need to transform Y
  • Log transformation on Y
  • Log transformation on Y
  • Model interpretation
  • Model 2: log(Rate) vs. Age
  • Model 2: Residuals
  • Compare residual plots
  • Log transformation on a predictor variable
  • Log Transformation on X
  • Rate vs. log(Age)
  • Model with Transformation on X
  • Model 3: Rate vs. log(Age)
  • Model 3: Residuals
  • Choose a model
  • Compare models
  • Learn more
  • Recap
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