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Transformations

The document discusses various data transformation techniques used to apply statistical procedures to non-normally distributed data, highlighting the advantages of increased statistical power. It details common transformations for percents, proportions, and probabilities, such as the arcsine and logit transforms, as well as methods for transforming ratio scales, including square root, log, and power transformations. Additionally, it introduces 'normalizing' transforms that convert percentile scores into corresponding values under a normal distribution, recommending the use of computer algorithms for implementation.

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László Sági
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2 views

Transformations

The document discusses various data transformation techniques used to apply statistical procedures to non-normally distributed data, highlighting the advantages of increased statistical power. It details common transformations for percents, proportions, and probabilities, such as the arcsine and logit transforms, as well as methods for transforming ratio scales, including square root, log, and power transformations. Additionally, it introduces 'normalizing' transforms that convert percentile scores into corresponding values under a normal distribution, recommending the use of computer algorithms for implementation.

Uploaded by

László Sági
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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QMIN (2006-02-08) Transformations - 1.

1 Transformations
One of the simplest ways to use certain statistical procedures with data that are
not normally distributed is to transform the data. The advantage of transformations is the
increase in statistical power from using parametric statistics over nonparametric statistics.
The disadvantage is the difficulty in interpretation that can sometimes accompany the
transformation—it is much easier to think in terms of mg/dL than it is in terms of
log(mg/dL). Below we outline the more common transformations applied to data.

1.1 Transforming Percents, Proportions and Probabilities


The two most common methods for transforming percents, proportions, and
probabilities are the arcsine transform and the logit transform. In both cases, percentages
should first be changed to proportions by dividing the percentage by 100. Note that these
transformations are applicable only to percentages that lie between 0 and 100. They
should not be used in the case of “percent increase” which can give values greater than
100%.
When should these transformations be applied? The usual rule of thumb is that
they should be used when there are a number of proportions close to 0 and/or close to 1.
The transformations will “stretch out” proportions that are close to 0 and 1 and
“compress” proportions close to 0.5.

1.1.1 Arcsine Transform


Sometimes called an angular transformation, the arcsine transform equals the
inverse sine of the square root of the proportion or
Y = arcsine p = sin−1 p
where p is the proportion and Y is the result of the transformation. The result may be
expressed either in degrees or radians. Table X.X gives a series of percentages along
with the arcsine transforms of those percentages.
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QMIN (2006-02-08) Transformations - 1.2

Table X.X. Examples of the arcsine and probit transformation


for percents. A period (.) denotes that a value is undefined.

Percent Arcsine Transform Logit Transform


Degrees Radians
0 0.000 0.000 .
5 12.921 .226 -2.944
10 18.435 .322 -2.197
20 26.565 .463 -1.386
30 33.211 .600 -0.847
40 39.232 .685 -0.405
50 45.000 .785 0
60 50.768 .886 0.405
70 56.789 .991 0.847
80 63.435 1.107 1.386
90 71.565 1.249 2.197
95 77.079 1.345 2.944
100 90.000 1.571 .

1.1.2 Logit Transform


A logit is the defined as the logarithm of the odds. If p is the probability of an
event, then (1 – p) is the probability of not observing the event, and the odds of the event
are p/(1 – p). Hence, the logit is
 p 
logit( p) = log .
 1− p 
The logit transform is most frequently used in logistic regression and for fitting
linear models to categorical data (log-linear models). Note that the logit is undefined
when p = 0 or p = 1.0. This is not a problem with either of the two above-named
€ transformation is applied to a predicted probability which
techniques because the logit
can be shown to always be greater than 0 and less than 1.0. Table X.X also gives the
logit transform for a series of percents.

1.2 Transforming Ratio Scales


Several different transformations are available for ratio scales.

1.2.1 Square Root Transformation


The square root transformation is simply Y = X , although many statisticians
recommend the transformation Y = X + 0.5 , especially when the variable has one or
more 0s. It is often used for counts and for other measures where group means are
correlated with within group variances. The square root is often encountered in biology
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because many biological variables—especially counts—follow a Poisson distribution
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QMIN (2006-02-08) Transformations - 1.3

within groups. Because the mean of a Poisson variable equals the variance of the
variable, group means will always be correlated with within-group variances in this case.

1.2.2 Log Transform


A metabolic product is often the result of several different steps, each of which
may involve competitive binding. The typical mathematical process is essentially
multiplicative, giving rise to a lognormal distribution. The easiest way to transform such
data is to take the logarithm, giving Y = log(X). Because variable X may legitimately be
0, the transform Y = log(X + 1) is recommended over the simple logarithm. Any base for
the logarithm can be used, but base 10 is often used because of interpretability—a
difference of 1 unit in a log10 transform denotes a 10-fold increase (or decrease).
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1.2.3 The Power Transform
A power transform is also called a Box-Cox transform after the two statisticians
who developed it (Box and Cox, 1964). The mathematical equation for the transform is
(X + c) λ −1
Y= ,λ ≠ 0
λ .
Y = log(X + c), λ = 0
Here, c is an arbitrary constant chosen so that all scores (i.e., X + c) are greater than 0.
The value of λ used in this equation is the one that transforms the data closest to
normality and must be found using computer algorithms.
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1.2.4 “Normalizing” Transforms


We have seen how to find the area under the normal curve between negative
infinity and a particular score. What we call “normalizing” transforms do just the
opposite—they start with areas under the normal distribution and then find the particular
score that corresponds to that area1. The first step in these transformations is to calculate
percentile scores for the variable that is to be transformed. The percentiles are then
treated as areas under a normal curve and the appropriate score is then assigned. For
example, let us take an observation that it at the 5th percentile. The score in a standard
normal distribution that divides the bottom 5% from the top 95% of the distribution is
–1.645. Hence, that observation is assigned the value of –1.645. Despite their name,
normalizing transformations do not always guarantee a normal distribution.
Normalizing transformations are tedious to be done by hand, so computer
algorithms are recommended. In SAS the PROC RANK procedure with the NORMAL
option will produce normalizing transformations. The syntax for producing a normalizing
transformation in PROC RANK is:

1
There is no conventional term for these types of transforms. We call them normalizing
because they are based on the mathematics behind the normal curve.
QMIN (2006-02-08) Transformations - 1.4

PROC RANK DATA=name-of-input-data-set


OUT=name-of-output-data-set
NORMAL=BLOM;
VAR name-of-variable-to-be-transformed;
RANKS name-of-the-transformed-variable;

For example,

PROC RANK DATA=lipids


OUT=lipids2
NORMAL=BLOM;
VAR triglycerides;
RANKS triglycerides_normal;

transforms the variable Triglycerides in data set Lipids. The transformed variable is
called Triglycerides_normal and is contained in the data set Lipids2 (which also contains
all the variables in Lipids).

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