Transforming a Response Variable for Linearity
研究如何对单变量响应变量y进行变换t(y),使得回归函数E{t(y)|x}关于预测变量x线性,并利用y与拟合值y^的散点图可视化所需变换。
We consider the problem of choosing a transformation t(y) of a univariate response variable y so that the regression function E{t(y)| x}is linear in the predictor vector x. Let y^ be the fitted values from a linear regression of y on x. Given a few simple assumptions, we show that the plot with y on the horizontal axis and y^ on the vertical axis can be used to visualise the needed transformation t(y). A smoother can then be used as an aid to assessing t(y) visually.