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st: RE: re: odd "repeated time values" error in glm


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   st: RE: re: odd "repeated time values" error in glm
Date   Sun, 14 Jan 2007 20:47:34 -0000

Naturally, I wasn't recommending inappropriate
transformations. If your variable is not proportions, 
but percents, then the appropriate function call is 
logit(`v' / 100). And so on. 

Nick 
[email protected] 

Kit Baum
 
> Nick points out
> 
> I have nothing to add to discussion of Newey-West, but just
> want to point out that mass transformation of a bunch of
> variables is just a -foreach- loop:
> 
> foreach v of var <varlist> {
> 	gen logit_`v' = logit(`v')
> 	label var logit_`v' "logit `v'"
> }
> 
> subject to small problems if variable names are very long.
> You mainly need to work out the <varlist>.
> 
> 
> Quite so, but automatically transforming variables by ln(x/(1-x))  
> assumes that they are in a proper interval (such as inside (0,1)) in  
> the first place. I'm not sure how Clive's approach, using the  
> unemployment rate (a value always in excess of 2) works very well  
> with a logit transformation. Being able to automatically generate a  
> large number of variables with all missing values is probably of  
> limited utility.

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