Regression after Linearisation
The first two approaches require the type of functional relationship
to be known. In many standard cases, the second approach may be appropriate:
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Transform the curvilinear model to a linear model, by applying a proper
transformation to both the independent and the dependent variable. For
the univariate case, you may visually check the linearity after the transformation,
by plotting the transformed variables against each other.
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Calculate the regression parameters for the linearized model.
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Transform the regression parameters of the linearized model back to the
original (curvilinear) case.
Below is a table of the transformations for linearizing some common
relationships.
| Non-Linear Model |
Step 1: Linearized Model |
Step 2:
Calculate
Linear Model |
Step 3: Back Transformation |
| y = abx |
lg y = a* + b*x |
a = 10a* |
b = 10b* |
| y = axb |
lg y = a* + b* lg x |
a = 10a* |
b = 10b* |
| y = aebx |
ln y = a* + b*x |
a = ea* |
b = b* |
| y = ae(b / x) |
ln y = a* + b* (1/x) |
a = ea* |
b = b* |
| y = a + b/x |
y = a* + b* (1/x) -- y is plotted against (1/x) |
a = a* |
b = b* |
| y = a / (b + x) |
(1/y) = a* + b*x |
a = b/a* |
a = 1/b* |
| y = a + bxn |
y = a* + b*xn |
a = a* |
b = b* |
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