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From |
Nick Cox <n.j.cox@stata.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Standard normal Depvar |

Date |
Thu, 06 Aug 2009 10:50:21 -0500 |

Evans Jadotte wrote:

Nick Cox wrote:This produces zero or positive values.Less pedantically, if the variable is already standard normal, whydoes it need transforming?Nick Maarten buis wrote:--- On Wed, 5/8/09, Evans Jadotte wrote:I am trying to run a regression where the dependent variable has a standard normal distribution (those of you familiar with the "wealth index based on the PCA analysis",this is my Depvar). However, I need to have the prediction to beall positive to use for transforming.How can I transform the Depvar in order to force xb^ to take on positive values?Here is one option: reg y x1 x2 predict yhat sum yhat, meanonly gen yhatprime = yhat + abs(r(min))* * 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/Thanks to Maarten and Nick for their insight and comment on my question.I have both negative values and zeros in the /depvar /(/y/)/, /so/ /theforecast, xb, will reflect such values. And as I will need sqrt(xb)for further transformation at later stages, I need to transform /y/ sothat xb takes on all 'strictly' positive values and still preservenormality of /y/. Maarten's suggestion indeed generates a 0 and thetransformation I need is in y (not yhat = xb). I have been trying aBox-Cox power transform but results are not satisfactory.

* * 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/

**Follow-Ups**:**Re: st: Standard normal Depvar***From:*Evans Jadotte <evans.jadotte@uab.es>

**References**:**Re: st: Standard normal Depvar***From:*Maarten buis <maartenbuis@yahoo.co.uk>

**Re: st: Standard normal Depvar***From:*Nick Cox <n.j.cox@stata.com>

**Re: st: Standard normal Depvar***From:*Evans Jadotte <evans.jadotte@uab.es>

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