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Re: st: re: z-score as a dependent variable in a linear regression


From   Marcello Pagano <pagano@hsph.harvard.edu>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: re: z-score as a dependent variable in a linear regression
Date   Thu, 15 Nov 2007 08:29:32 -0500

and be careful that the inferences you make (p-values, confidence intervals etc.) usually depend on your covariates (x1, x2, below) being known without error. Once you start "z-scoring" your covariates, then their values may become subject to "extra" variation that is not covered by Stata's formulae. Thus it is not fully Kosher.

m.p.


On 11/14/2007 9:46 PM, Kit Baum wrote:

Dan said

In general, is it kosher to use a z-score as a dependent variable in a
linear regression? Is it "better" to use some sort of ratio
measurement?

Keep in mind that if you say

regress y x1 x2, beta

you are in effect running an OLS of z-scored y on z-scored x1 and z-scored x2.

Kit
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