Может тут лучше glm использовать? С link="log"

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Может тут лучше glm использовать? С link="log"

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07.01.2020

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Andrey · Accepted Answer

No. First of all, GLM doesn't in any way modify anything on the independent variable side. But it is also not equivalent to log-transforming the dependent variable. If you log transform the independent variable you are estimating a model that says: E(log y) = b0 + b1X1 + ... In particular, this kind of model cannot be used if y can be zero or negative, because then log y is undefined. When you use GLM with the log link, you are estimating a model that says: log(E(y)) = b0 + b1X + ... Note that this kind of model can still be applied when y takes on zero or negative values, though the model necessarily constrains E(y) to be positive. [In the above, E denotes expectation.] https://www.statalist.org/forums/forum/general-stata-discussion/general/1314729-understanding-glm-link-log

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Может тут лучше glm использовать? С link="log"

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