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Smearing retransformation

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The Smearing retransformation is used in regression analysis, after estimating the logarithm of a variable. Estimating the logarithm of a variable instead of the variable itself is a common technique to more closely approximate normality. In order to retransform the variable back to level from log, the Smearing retransformation is used.

If the log-transformed variable y is normally distributed with mean

and variance

then, the expected value of y is given by:

[1]

References

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  1. ^ Duan, Naihua (September 1983). "Smearing Estimate: A Nonparametric Retransformation Method". Journal of the American Statistical Association. 78 (383): 605–610. doi:10.2307/2288126. JSTOR 2288126.