It was a great pleasure to have this discussion with the author of transreg! Thanks @WarrenKuhfeld! Thanks for confirming that I cannot get Y from PTY. Also what you recommended is what I am doing now. However, it triggers more questions: 1. I did a manual piece wise linear regression line between PTY and Y and get predicted Y. Then I compared with the results with results generated from the regression without spline transformation in terms of average residual. What I found, very surprisingly, transreg prodcued much higher R square on transformed predicted value, but also much much higher average residual on untransforned predicted value. What does this tell you? 2. I try to understand how transreg works on a high level. Suppose now my transreg looks like is spline(y) = spline(x1) spline(x1). Translated to words, does it say that transreg will do transformation on X1 X2 and Y and then do linear regression on the three transformed value? If that is the case, does spline(x1) transform X1 based on Y? How about spline(Y)? Sorry for all my questions! Just want to get a more clear picture of Transreg and want to use it correctly. -Shelly
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