[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

From |
Evans Jadotte <evans.jadotte@uab.es> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Standard normal Depvar |

Date |
Thu, 06 Aug 2009 18:26:43 +0200 |

Nick Cox wrote:

Exponentiation will get you all positives. After that many options areopen.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//the forecast, xb, will reflect such values. And as I will needsqrt(xb) for further transformation at later stages, I need totransform /y/ so that xb takes on all 'strictly' positive values andstill preserve normality of /y/. Maarten's suggestion indeedgenerates a 0 and the transformation I need is in y (not yhat = xb).I have been trying a Box-Cox power transform but results are notsatisfactory.* * 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 for the feedback, Evans * * 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:*Nick Cox <n.j.cox@stata.com>

**Re: st: Standard normal Depvar***From:*Austin Nichols <austinnichols@gmail.com>

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

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

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

- Prev by Date:
**st: AW: "skipping" missing data** - Next by Date:
**Re: st: Is xtivreg2 appropriate with a small dynamic panel?** - Previous by thread:
**Re: st: Standard normal Depvar** - Next by thread:
**Re: st: Standard normal Depvar** - Index(es):

© Copyright 1996–2014 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |