Re: Placebo-corrected PD models

From:"Lewis B. Sheiner" Subject:Re: [NMusers] Placebo-corrected PD models Date:Fri, 17 May 2002 08:46:44 -0700 Let me add my bit to Leonid's and Chuanpu's comments: I think one should try very hard to avoid transforming the data prior to fitting. I particularly caution against trying to model ratios of observations. Even if the residual error of both numerator and denominator is normal (which is rare indeed), the distribution of a ratio of normals is Cauchy (which has infinite variance -- in pratice this means you can have wild outliers). The 'transform both sides' approach (TBS); that is, fitting t(model) to t(dependent variable), where t() is a parametric transformation chosen to achieve symmetrical and near-normal error (see RJ Carrol & D Ruppert, Transformation and Weighting in Regression, Chapman & Hall, NY, 1988) appears to be -- but is not -- an exception. It preserves the principle underlying my caution: Model the observed data directly! In this particular case, with a little effort you can rewrite the model in terms of a model for placebo response as a function of time, with an additive or multiplicative drug effect functiuon tom modify it. This has the same flavor as the data transformation proposed. Having done so, if then needed, you can use TBS to achieve symmetry and normality of error. LBS.