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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Standard normal Depvar |

Date |
Thu, 06 Aug 2009 19:10:25 +0200 |

Austin Nichols wrote:

Evans Jadotte<evans.jadotte@uab.es> : Your desideratum "How can I transform the Depvar in order to force xb^ to take on positive values?" and comments make no sense: N.B. exponentiation preserves rank. You can make x positive by su x replace x=x+2*abs(r(min)) for example, but then you can't take the square root and have it make sense. Maybe you want g y=sign(x)*sqrt(abs(x)) or somesuch? On Thu, Aug 6, 2009 at 12:26 PM, Evans Jadotte<evans.jadotte@uab.es> wrote:Nick Cox wrote:Exponentiation will get you all positives. After that many options are open. Evans Jadotte wrote:Nick Cox wrote:This produces zero or positive values. Less pedantically, if the variable is already standard normal, why does 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 be all 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 need sqrt(xb) for further transformation at later stages, I need to transform /y/ so that xb takes on all 'strictly' positive values and still preserve normality of /y/. Maarten's suggestion indeed generates 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 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/Thanks Nick. However, exponentiation will result in a re-ranking of individuals, which I must avoid. For instance, someone with a score -5 compared with one whose score is 4, the former will end up being ranked higher than the latter after exponentiating. I need to preserve the ranks and normality after transforming. 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/* * 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/

Slip of mind!

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/

**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>

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

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