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Re: st: RE: RE: RE: adding to X to make ln(X) nonmissing [was BTSCS and Non-linear MLE programming]
Thank you for all your thoughts&suggestions, they are
--- Nick Cox <email@example.com> wrote:
> Thanks for the suggestion and the reference.
> My help -transint-, referred to by Austin in his
> to which I replied, which remains in the material
> below, also
> refers to this transformation.
> I agree that in general considering quite a
> transformation is part of the possibilities, but
> it isn't really a solution to the specific question
> I posed myself in the pseudo-FAQ I have below.
> Benito, Andrew
> > I wld suggest looking at the following reference
> > Burbidge, J.B., Magee, L. and Robb, L. (1988),
> > `Alternative Transformations to Handle Extreme
> Values of the
> > Dependent Variable', Journal of the American
> > Association, 83, 123-7.
> > It suggests using an Inverse hyperbolic sine
> function to
> > replace the log in such cases. (related to Nick's
> > The functional form, with the dampening factor set
> to 1, is
> > sinh⁻¹(x)=ln(n+√(1+x²)). But more generally
> (ie without the
> > dampening factor set in that way), it involves
> non-linear estimation.
> Nick Cox
> > Let me summarise the situation as I see it. This
> tries a
> > slightly more general pitch than the current
> > I want to work with the logarithm of a variable,
> but that
> > variable contains zero values. What should I do?
> < snip >
> Austin Nichols
> > > In re: adding alpha to X to make ln(X)
> nonmissing Why does this
> > > operation come up so often, when it is so often
> a bad idea? I have
> > > seen several papers this week that add some
> constant to X so that
> > > ln(X) can be regressed on some variables, or
> some variable can be
> > > regressed on it. Wouldn't you be just as well
> off imputing
> > > 2*atan(X)-2*atan(1) or somesuch? Is there a
> > good reference
> > > on this subject?
> > >
> > > Just now, when looking up the ref for an
> adjacent thread on
> > btscs.ado,
> > > I ran across Oneal & Russett (2001) which
> acknowledges that Beck,
> > > Katz, and Tucker (1998) pointed out an error,
> and then replies to
> > > another critique with this (p.480):
> > > "
> > > Before taking the logarithm [of trade volume in
> > we assigned
> > > a different value to the trade variable for
> dyads that report no
> > > trade. Some value must be imputed because the
> logarithm of zero is
> > > undefined. We use $100,000 [so really it was
> ln(0.1)]; Green, Kim,
> > > and Yoon used $1. It is this that accounts for
> most of the
> > > differences between our results and theirs.
> > > "
> > > Oneal, John R. and Bruce Russett. 2001. Clear
> and Clean: The Fixed
> > > Effects of the Liberal Peace. International
> > Vol. 55, No.
> > > 2. (Spring, 2001), pp. 469-485.
> > >
> > > C469%3ACACTFE%3E2.0.CO%3B2-A
> > >
> > > Green, Donald P., Soo Yeon Kim, and David H.
> Yoon. 2001.
> > "Dirty Pool."
> > > International Organization, Vol. 55, No. 2.
> (Spring, 2001), pp.
> > > 441-468.
> > >
> > C441%3ADP%3E2.0.CO%3B2-N
> > Beck, Nathaniel, Jonathan N. Katz and Richard
> Tucker. 1998.
> > Taking Time Seriously: Time-Series-Cross-Section
> > with a Binary Dependent Variable. American Journal
> > Political Science, 42:
> > 1260-1288.
> > See also:
> > ssc install transint
> > h transint
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