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From |
Roger Newson <roger.newson@kcl.ac.uk> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: lnskew question |

Date |
Mon, 09 Dec 2002 14:02:06 +0000 |

At 13:23 09/12/02 +0000, I wrote:

ASorry, that was a mistake. (Thanks to Nick Cox for pointing this out to me.) I was misreading -[R] lnskew- and assuming that -exp- meant "exponentiation". In fact it means "expression". The inverse function of

The inverse function of

y=ln(exp(x)-k)

is

x=ln(exp(y)+k)

and you can use this to back-transform the confidence interval for the arithmetic mean of y to get a confidence interval for the "lnskewometric mean" of x. (This exercise might be easier if you use my -parmest- package, downloadable from SSC, which saves the output from a model fit as a data set with 1 observartion per parameter and data on estimates, confidence limits and P-values. Type -ssc describe parmest- to find out more.)

y=ln(expression(x)-k)

is

x=inverse_expression(exp(y)+k)

where expression(x) is an expression in x and inverse_expression(z) is its inverse. Therefore, the "lnskewometric mean" is defined as

lnskewometric_mean(x)=inverse_expression(exp(arithmetic_mean(y))+k)

where y is defined using the first expression, and arithmetic_mean(y) is the arithmetic mean of y. In the special case where expression(x) is the exponentiation function exp(x), my previous definition was valid.

However, the fact remains that the "lnskewometric mean" in general may be a good proxy for the median, but it is not easy to derive CIs for the differences and/or ratios between "lnskewometric means". On the other hand, it is fairly straightforward to derive CIs for arithmetic, geometric and algebraic means and their differences and ratios.

I hope this helps.

Roger

--

Roger Newson

Lecturer in Medical Statistics

Department of Public Health Sciences

King's College London

5th Floor, Capital House

42 Weston Street

London SE1 3QD

United Kingdom

Tel: 020 7848 6648 International +44 20 7848 6648

Fax: 020 7848 6620 International +44 20 7848 6620

or 020 7848 6605 International +44 20 7848 6605

Email: roger.newson@kcl.ac.uk

Opinions expressed are those of the author, not the institution.

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**Follow-Ups**:**st: Re: ICD10 Codes***From:*Dr Murray Finkelstein <finkelm@gov.on.ca>

**References**:**st: lnskew question***From:*Robert Saunders <robert.c.saunders@vanderbilt.edu>

**Re: st: lnskew question***From:*Roger Newson <roger.newson@kcl.ac.uk>

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