Misunderstanding [🇷 for BE/BA]

posted by Helmut Homepage – Vienna, Austria, 2016-11-09 16:29 (3494 d 02:42 ago) – Posting: # 16793
Views: 27,091

Dear Ben,

❝ We should bear in mind that when we back transform to the original scale we end up with asymmetry with respect to +/-.


This is exactly the idea – reflecting the distributional properties of the data:

[image]



length of upper / lower whiskers:
0.826 0.950 0.859 0.730 0.528 0.411 0.329 0.273 0.228 0.179 0.111  0.0566
0.607 0.735 0.693 0.607 0.454 0.358 0.286 0.232 0.185 0.137 0.0758 0.0337


❝ Therefore, it is IMHO not appropriate to do +/- back transformed standard deviation. Symmetry is however obtained with respect to * and /. So the error bars should be such that lower end = gMean / gSD and upper end = gMean * gSD, where gSD = exp(standard deviation from log-transformed values).

❝ [Mathematical rationale: exp(m - s) = exp(m)/exp(s) = gMean / gSD and exp(m + s) = exp(m) * exp(s) = gMean * gSD), where m and s are mean and sd on log scale, respectively]


Can’t agree more. I did not express myself clearly. Blue your method and red the one* I meant. Of course they are equivalent.

x        <- c(1, 2, 4)
log.x    <- log(x)
mean.log <- mean(log.x)
SD.log   <- sd(log.x)
gMean    <- exp(mean.log)
gSD      <- exp(SD.log)
BL.lohi  <- c(gMean / gSD, gMean * gSD)
HS.lohi  <- exp(mean.log + c(-1, +1) * SD.log)
unique(BL.lohi == HS.lohi)
# [1] TRUE




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