CV after log10-transformation [General Sta­tis­tics]

posted by Helmut Homepage – Vienna, Austria, 2013-07-15 19:40 (4376 d 18:42 ago) – Posting: # 10980
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Dear all,

thanks to Jiři Hofmann bringing log10-transformation (which is not uncommon in SE-Asia and Australia) back to my attention.
Example data: Table 3.6.1 of Chow/Liu, MSE

ln-transformed:    0.037221
log10-transformed: 0.0070202


CVintra = 100√MSE–1 = 19.47%
Now for the gem – in the case of log10-transformed data we cannot simply back-transform like
CVintra = 100√10MSE–1 = 12.77% [image]
Instead we have to apply:
CVintra = 100√10ln(10)×MSE–1 = 19.47% [image]


Based on a discussion with Linda Hughes / Pharsight.

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