[D] Would you adjust the prediction after re-transformation /back transformation?
In regression problem, one may transform the dependent variable to log space before fitting the model. And in some cases we would want to transform the prediction back to a normal scale.
According to this discussion, it seems right to adjust the prediction by Duan’s Smearing Estimator or a general smearing adjustment after taking
exp. But in practice, I do not see a lot of example which do such adjustment. Is the effect so small that people normally neglect it?