Re: [R] Linear regression with a rounded response variable

Hi Ravi, And remember that the vanilla rounding procedure is biased upward. That is, an observation of 5 actually may have ranged from 4.5 to 5.4. Jim On Thu, Oct 22, 2015 at 7:15 AM, peter salzman wrote: > here is one thought: > > if you plug in your numbers into

Re: [R] Linear regression with a rounded response variable

:11 PM To: Charles C. Berry Cc: Ravi Varadhan; r-help@r-project.org Subject: Re: [R] Linear regression with a rounded response variable > On 21 Oct 2015, at 19:57 , Charles C. Berry <ccbe...@ucsd.edu> wrote: > > On Wed, 21 Oct 2015, Ravi Varadhan wrote: > >> [snippage] > &g

Re: [R] Linear regression with a rounded response variable

> Yes, and I think that the suggestion in another post to look at censored > regression is more in the right direction. I think this is right and perhaps the best (or at least better) pathway to pursue than considering this within the framework of measurement error (ME). Of course there *is*

[R] Linear regression with a rounded response variable

Hi, I am dealing with a regression problem where the response variable, time (second) to walk 15 ft, is rounded to the nearest integer. I do not care for the regression coefficients per se, but my main interest is in getting the prediction equation for walking speed, given the predictors (age,

Re: [R] Linear regression with a rounded response variable

On Wed, 21 Oct 2015, Ravi Varadhan wrote: Hi, I am dealing with a regression problem where the response variable, time (second) to walk 15 ft, is rounded to the nearest integer. I do not care for the regression coefficients per se, but my main interest is in getting the prediction equation

Re: [R] Linear regression with a rounded response variable

Hi Ravi, Thanks for this interesting question. My thoughts are given below. If you believe the rounding is indeed uniformly distributed, then the problem is equivalent with adding a uniform random error between (-0.5, 0.5) for every observation in addition to the standard normal error, which

Re: [R] Linear regression with a rounded response variable

here is one thought: if you plug in your numbers into any kind of regression you will get prediction that are real numbers and not necessarily integers, it may be that you predictions are good enough with this approximate value of Y. you could test this by randomly shuffling your data by +- 0.5

Re: [R] Linear regression with a rounded response variable

This could be modeled directly using Bayesian techniques. Consider the Bayesian version of the following model where we only observe y and X. y0 is not observed. y0 <- X b + error y <- round(y0) The following code is based on modifying the code in the README of the CRAN rcppbugs R

Re: [R] Linear regression with a rounded response variable

> On 21 Oct 2015, at 19:57 , Charles C. Berry wrote: > > On Wed, 21 Oct 2015, Ravi Varadhan wrote: > >> [snippage] > > If half the subjects have a value of 5 seconds and the rest are split between > 4 and 6, your assertion that rounding induces an error of >