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Re: st: Treat zeros in logarithms


From   "Austin Nichols" <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Treat zeros in logarithms
Date   Tue, 26 Aug 2008 13:10:41 -0400

Emmanouil <e.mentzakis@abdn.ac.uk>:
I looked in vain for the claim about your proposed approach being an
acceptable strategy. I believe you are referring to point 4(c) of
Nick's post, but the quoted sentence in situ reads
"But the appeal here is at best one of simplicity or symmetry,
does not apply beyond 2, and does not reflect a statistical argument. More
generally, the idea is to replace the zeros by half the
smallest non-zero measurement, given some convention about
resolution of measurement (e.g. to a fixed number of decimal
places using agreed units)."
and says nothing about replacing zeros by half the smallest non-zero
measurement being an acceptable practice for interval regression.

I doubt you will find a published reference claiming it is okay, since
any such claim is easy to refute (e.g. via simulation).  But ln(0) can
be specified as a lower bound in this case... read -help intreg- for
specifying an interval  (-inf,b.

On Tue, Aug 26, 2008 at 12:57 PM, Mentzakis, Emmanouil
<e.mentzakis@abdn.ac.uk> wrote:
>
> Dear all,
>
> I have an interval regression model and for some cases the lower bound is zero. As I want to take the logarithm of the bounds I run into problems.
>
> The same issue has come up previously in the list and below is the link of a detailed answer by Nick Cox.
>
> http://www.stata.com/statalist/archive/2007-02/msg00046.html
>
> As Nick points out an acceptable strategy is "...to replace the zeros by half the smallest non-zero measurement..."
>
> I was wondering if anyone could provide any references of published papers that have employed such approach.
>
> Best regards
> Manos
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