Notes on the use of transformations in the analysis of variance.

Olds, Edwin G.; Mattson, Thomas B.; Odeh, Robert E.

doi:10.1037/e430102004-001

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“…or when Y has a great deal of positive skew (Olds, Mattson, & Oldeh, 1956). 3 The usual effect of such transforms is to lessen the prediction error for values of Y occurring at the extreme tail of the positively skewed dependent variable, consequently increasingr xy 2 in additive models used to predict log Y.…”

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confidence: 99%

To Log or Not to Log: Bootstrap as an Alternative to the Parametric Estimation of Moderation Effects in the Presence of Skewed Dependent Variables

Russell

Dean

2000

Organizational Research Methods

105

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At one time or another, almost all investigators in applied psychological and management research have been concerned by the assumptions required of common parametric statistical tests. Investigators typically assume that their samples were drawn from a single population and rely on the power of the central limit theorem and other parametric assumptions to draw inferences about latent relationships within that population. When violations of parametric assumptions are severe, investigators often use some data transformation designed to minimize the violation. For example, all three empiri-

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confidence: 99%