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Re: st: Re: Censored variables


From   Maarten buis <[email protected]>
To   [email protected]
Subject   Re: st: Re: Censored variables
Date   Thu, 17 Jan 2008 15:02:17 +0000 (GMT)

So there are two types of processes: do I ever buy products x, y, and
z, and if I buy products x, y, and z, have I run out of my private
stock during the period under study. That should be moddelable, but
maybe someone else on the list has more interesting comments to make...

-- Maarten

--- Andreas Drichoutis <[email protected]> wrote:

> Dear Maarten. Thanks for your thorough response.
> 
> The vector of censored binary variables X, contains variables that
> indicate
> if a person purchased a certain food product or not. Censoring occurs
> at
> zero because for some consumers we may not observe a purchase since
> they may
> have stockpiled food at home. We do not know the proportion of
> censored
> cases. We only suspect that some people may not have purchased a food
> product because they stockpiled at home.
> I need to create a variable that indicates the number of different
> food
> products purchased in the category i.e. a variety index which will be
> the
> sum of the X's. I'm not sure if the variety index should be
> interpreted as a
> count or a continuous variable. I then want to model variety as a
> function
> of several demographics and attitudinal variables.
> Censoring is a major concern in my discipline.
> 
> I hope I was more specific. So how do I go about it?
> 
> P.S. The local specialist is not sure how to go about it, either
> 
> Regards,
> Andreas Drichoutis
> 
> --- Andreas Drichoutis <[email protected]> wrote:
> > Assume you have a vector of binary censored variables at zero, X,
> and
> > that you need to create a new variable that will be the sum of the
> X's
> > (e.g. V=X1+X2+.). What will be the problem if one uses V as a
> > dependent variable in an OLS or count data model? How do you go
> about
> > it in Stata?
> 
> Depends on the nature of the problem:
> 
> o What do you mean with binary censored variable?
> � - a binary variable that is sometimes censored, or
> � - a continuous variable that is censored (and binary refers to your
> ��� are either censored or not)
> 
> o What is the process that leads to censoring? (is it censoring at
> all)
> � - Is it a variable cut off at 0, e.g. a propensity to give to a
> ��� charity measured in euros could be negative (if one really
> dislikes
> ��� that charity) but is by law restricted to remain positive or
> zero.
> � - Is the censoring a two step process, e.g. one first decides
> whether
> ��� or not to given, and if one decides to give than one decides the
> ��� amount.
> � - are the variables counts (with or without an excessive amount of
> ��� zeros)
> 
> o How severe is the censoring?
> � - What is the proportion of censored cases in each variable?
> � - The sum of sencored variables is itself censored, but now the
> ��� process is a bit more complicated (and thus more difficult to
> ��� model). This censoring is more severe if the variables are
> ��� strongly correlated, so if one is censored, the others are likely
> ��� to be censored too. If you are interested in the sum of the
> ��� variables, than they are probably strongly correlated, otherwise
> ��� it would not make sense to combine them in a single variable.
> 
> o What is the substantive interpretation of the sum of the censored 
> ��variables?
> o What is the aim of your analysis?
> o How puritan are you/the reviewers in you discipline/your advisor
> with
> � respect to these kinds or issues?
> 
> On a more general note: these kinds of open question are much better
> suited to a face to face discussion with a local specialist than a
> discussion over e-mail. In my experience the most fruitfull way of
> tackling such open questions is asking a lot of questions in return
> (like the ones I have just asked), and in the process of answering
> those question, you and the consultant can pin down the real problem.
> All this presumes you have access to a local specialist...
> 
> -- Maarten
> 
> -----------------------------------------
> Maarten L. Buis
> Department of Social Research Methodology
> Vrije Universiteit Amsterdam
> Boelelaan 1081
> 1081 HV Amsterdam
> The Netherlands
> 
> visiting address:
> Buitenveldertselaan 3 (Metropolitan), room Z434
> 
> +31 20 5986715
> 
> http://home.fsw.vu.nl/m.buis/
> -----------------------------------------
> 
> 
> 
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> 


-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting address:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------


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