Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: autoregression on dummy varialbe


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: autoregression on dummy varialbe
Date   Thu, 9 Feb 2006 15:05:54 -0000

This is really the same question, and a question posed
to you earlier about how why you think this would make sense
has not been answered. 

However, we see here some (or perhaps all) of the data. 
x takes one of two values, so your data are from a 
discrete distribution. I think it difficult to see why an AR model would
be appropriate here. Possibly a Markov chain, which is loosely equivalent, 
would make more sense. 

There are 4 values of 0 and 4 values of 1 in this sample. Thus 
the data are symmetrically distributed. No one-to-one 
transformation that I could think of appears either necessary 
or useful in this circumstance.  

If these really are all the data, you are also challenged on 
the score of sample size. 

Nick 
[email protected] 

[email protected]
 
> thanks for response,and sorry for ambiguity
> here is the sample data:
> yearid  x
> 1       1
> 2       1
> 3       0
> 4       1
> 5       0
> 6       0
> 7       0
> 8       1
> 
> then, I want to apply AR for x. is that allowed? since x is 
> variable only with 
> value 1 and 0. if not, is there any transformation on x that 
> we can do?
> Is that clear enough? thanks

  
Marcello Pagano <[email protected]>:
 
> > The reason, Tang, why there was not much of a response to your
> > question is that it is not possible to understand what your question
> > is. Of course, one can do AR on any variable, but the interpretation
> > might be a little challenging!
> > Please give us more details about your problem, otherwise don't post
> > again, please.
> > 
 

[email protected] 

> > >>can i do AR on a dummy variable? what do i need to do to 
> transform the 
> > >>variable.

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index