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RE: st: Inverse hyperbolic sine function


From   "Nick Cox" <n.j.cox@durham.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Inverse hyperbolic sine function
Date   Thu, 31 Mar 2005 22:09:29 +0100

Many people may be able to access JASA of 
that vintage through 

http://www.jstor.org/browse#Statistics

-- one of the wonders of the internet world! 

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

smerryman@kc.rr.com
 
> I am not sure.  Papers I have read that use this 
> transformation refer to:
> 
> Burbidge, John B., Lonnie Magee, and A. Leslie Robb, 1988 
> "Alternative Transformations
> Handle Extreme Values of the Dependent Variable" Journal of 
> the American
> Statistical Association, 83(401).
> 
> but I do not have access to this journal, so I am not sure 
> how the optimal theta is
> derived.  
> 
> However, as z becomes large, ln(theta*z + sqrt(theta^2 * z^2 
> +1 )) is approximately
>  equal to ln(2*theta) + ln(z), which a simply a shift in the 
> logarithm 
> (Pence, Karen M., "401(k)s and Household Saving: New Evidence 
> from the Survey of 
> Consumer Finances," FEDS Working Paper 2002-06, January 2002. 
> http://www.federalreserve.gov/pubs/feds/2002/200206/200206pap.pdf ).

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