From: David Winsemius <dwinsemius_at_comcast.net>

Date: Sun, 20 Jun 2010 21:30:26 -0400

Date: Sun, 20 Jun 2010 21:30:26 -0400

On Jun 20, 2010, at 9:14 PM, David Winsemius wrote:

*>
*

> On Jun 20, 2010, at 8:17 PM, (Ted Harding) wrote:

*>
**>> On 20-Jun-10 19:54:02, David Winsemius wrote:
**>>> On Jun 20, 2010, at 1:38 PM, Ekaterina Pek wrote:
**>>>> Hi, Ted.
**>>>> Thanks for your reply. It helped. I have further a bit of
**>>>> questions.
**>>>>
**>>>>> It may be that lm(log(b) ~ log(a)) is, from a substantive point of
**>>>>> view, a more appropriate model for whetever it is than lm(b ~ a).
**>>>>> Or it may not be. This is a separate question. Again, Spearman's
**>>>>> rho is not definitive.
**>>>>
**>>>> How one determines if one linear model is more appropriate than
**>>>> another ?
**>>>> And : linear model "log(b) ~ log(a)" is okay ? I hesitated to use
**>>>> such
**>>>> thing from the beginning, because it seemed to me like it would
**>>>> have
**>>>> meant a nonlinear model rather than linear.. (Sorry, if the
**>>>> question
**>>>> is stupid, I'm not that good at statistics)
**>>>
**>>> Your earlier description of the plots made me think both "a" and "b"
**>>> were right-skewed. Such a situation (if my interpretation were
**>>> correct) would seriously undermine the statistical validity of an
**>>> analysis like lm(a ~ b) .
**>>> --
**>>> David Winsemius, MD
**>>
**>> That doesn't follow. If b is linearly related to a: b = A + B*a +
**>> error,
**>> and if the distribution of a is highly skewed, then so also will be
**>> the distribution of b, even if the error is a nice Gaussian error
**>> with constant variance (and small compared with the dispersion
**>> of a & b).
**>
**> Yes, but that was not what was suggested in the OP's description of
**> the scatterplot of a and b.
*

Or rather I should say that is not the data picture that came to mind. Your theory can be visualized as:

> a <- rlnorm(3000) > b <- 1 + 2*a +rnorm(3000) > plot(a,b)

Mine was a more heteroskedastic picture:

> a <- rlnorm(3000) > b <- rlnorm(3000) > plot(a,b)

-- David Winsemius, MD West Hartford, CT ______________________________________________ R-help_at_r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.Received on Mon 21 Jun 2010 - 01:33:42 GMT

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