[R] stats q: median regression and using ln(y+1)

knallgrau at gmx.com knallgrau at gmx.com
Thu Sep 20 15:30:14 CEST 2012


Hi there,

I hope you don't mind me asking a general stats rather than a R-specific question.

I'm estimating a median regression model and would like to interpret my (mainly categorical) regression coefficients in terms of percentage changes in the dependent variable. There are about 10-15%(naturally occuring) zeros in my datasets. The dependent variable (y) varies from zero to about 100,000.

Would using ln(y+1) as the dependent variable be more defensible with quantile regression compared to the OLS context?

Best,
Irene



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