Statalist The Stata Listserver

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

st: RE: RE: RE: Dependent variable [with zero mass point]

From   "Nick Cox" <>
To   <>
Subject   st: RE: RE: RE: Dependent variable [with zero mass point]
Date   Wed, 6 Sep 2006 11:39:23 +0100

It may be that the zeros represent a _qualitatively_ 
subset deserving separate modelling. But that would 
be substantive knowledge and isn't given here. 

I can imagine various situations in which this 
might arise: 

1. The data are changes. The zeros represent a large subset 
who didn't change over the period, or so the data say. 

2. The data are amounts in accounts. Positive: the "bank"
owes the client, negative: the client owes the "bank",
zero: neither (perhaps no transactions, etc.). 

In these examples, the zeros are definitively intermediate 
qualitatively as well as quantitatively. 


Feiveson, Alan
> I would think that you would need distinct models for the 
> probability of
> a zero and for the the conditional non-zero distribution. Perhaps
> something like -heckman- might work. Even if the zero is not 
> important,
> you can't use something like a normal distribution to model 
> the variable
> unconditionally.
Nick Cox
> Without more known about the underlying science, it is difficult to
> comment.
> But one answer is that you don't necessarily need to do anything
> special. It is the conditional distribution of response given 
> predictors
> that is the stochastic side of modelling, not the unconditional
> distribution. Besides, a spike near the middle is not much of a
> pathology compared with one at an extreme. 

Francesca Gagliardi
> > I would be grateful if anyone could give me suggestions on 
> how to deal
> > with a dependent variable that has a mass point at zero and is 
> > continuosly distributed over negative and positive values. 
> In such a 
> > case, which is the most appropriate model to estimate?

*   For searches and help try:

© Copyright 1996–2015 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index