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From |
"Benjamin Villena Roldan" <bvillena@troi.cc.rochester.edu> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
st: RE: non-normal dependant variable |

Date |
Thu, 6 Nov 2008 20:35:14 -0500 |

Just a thought: You could try median regression -qreg- . This method usually is more robust to the presence of outliers than OLS. I hope it helps, -----Mensaje original----- De: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] En nombre de Dalhia Enviado el: Thursday, November 06, 2008 5:59 PM Para: statalist@hsphsun2.harvard.edu Asunto: st: non-normal dependant variable hi, I have a dependant variable where a bulk of the data varies between 0.5748 and -0.5984. Just plotting the data between these values gives me a reasonably normal curve. However, I also have about 100 observations where the values on the dependant variable vary are between abs(25) to abs(0.6). When these observations are included, I get a very skewed distribution with very high peaks on the 0, and 1, and then very few observations on all other values. As a result, if I run an OLS on the complete data, regression diagnostics shows a very skewed error distribution, and about a 100 outliers. For theoretical reasons, I would rather not convert the depenedent variable into a 0/1, and use logistic regressions. Is there any other way to deal with this data? Transformations such as log transformations, inverse transformations, square root transformations don't work due to the zeros and negative values, and also because they further pull the extreme values in, hence increasing the peaks in the distribution. Is there a way of transforming the data so that it stretches in the middle and pulls in values at the extremes? Do any of you have suggestions about any other ways of dealing with this kind of dependant variable? It will be great to have techniques that are relatively easy to implement in stata? thanks dalhia * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/ * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Running do files from other folders?***From:*"Ploutz-Snyder, Robert (JSC-SK)[USRA]" <Robert.Ploutz-Snyder-1@nasa.gov>

**st: non-normal dependant variable***From:*Dalhia <ggs_da@yahoo.com>

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