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avehtari / ROS-Examples

Regression and other stories R examples
https://avehtari.github.io/ROS-Examples/
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Clarification on p.183 #99

Closed rs4606 closed 3 years ago

rs4606 commented 3 years ago

Hi there,

I believe the last sentence on p.183 is not correct as written. The sentence says "Linear transformations of the predictors X or the outcome y do not affect the fit of a classical regression model, and they do not affect predictions; [...]"

However, linear transformations of the outcome do affect predictions (invertible linear transformations of the predictors do not). For example, if one multiplies the outcome by a constant (other than 1), then fits a linear regression, the fitted values will also change.

Thanks,

Ravi

andrewgelman commented 3 years ago

Sure, but they don't change the meaning of the predictions! For example if you convert the outcome from Fahrenheit to Celsius, the numbers change but the actual predictions are the same.

rs4606 commented 3 years ago

That's true; I think I was being pedantic!