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st: RE: RE: Transform variable plagued by outliers


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: Transform variable plagued by outliers
Date   Tue, 17 Feb 2004 09:04:36 -0000

I'm not sure that you can have your cake 
and eat it here. 

Sounds like a case for trimmed or Winsorized
means. 

Nick 
n.j.cox@durham.ac.uk 

Jens_Hainmueller@ksg05.harvard.edu
 
> the more I think about this the more I tend to agree that 
> log(variable +
> fudge) is no solution to my transformation problem.
> 
> Using -glm- is a nice idea. Unfortunately, inflation is not 
> my response
> variable. The goal of the transformation of X (inflation rates) is to
> calculate various conditional means of X|Y (e.g. mean 
> inflation rate in
> region Z in year C; or mean inflation rates of countries with 
> property B in
> a given year etc.) and use these as IV in my logit model.
> 
> The calculations of these means should not be too heavily 
> influenced by the
> outliers (I do not want to use medians, since the outliers 
> should enter the
> calculations of the averages).

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