neglog function

Neg log transformation for linear models

The function transforms the dependent variable of a linear model using the Neg log transformation.

neglog(object)

Arguments

• object: an object of type lm.

Returns

An object of class trafo. Methods such as as.data.frame.trafo and print.trafo can be used for this class.

Examples

# Load data
data("cars", package = "datasets")

# Fit linear model
lm_cars <- lm(dist ~ speed, data = cars)

# Transform dependent variable 
neglog(object = lm_cars)

References

Whittaker J, Whitehead C, Somers M (2005). The neglog transformation and quantile regression for the analysis of a large credit scoring database. Journal of the Royal Statistical Society. Series C (Applied Statistics), 54(4), 863-878.