Statalist


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

Re: st: Standard normal Depvar


From   Nick Cox <n.j.cox@stata.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Standard normal Depvar
Date   Thu, 06 Aug 2009 12:59:38 -0500

To echo Austin Nichols, your assertion about exponentiation and change of rank is quite incorrect. Think of a plot of exp(x) and you will see that it is a monotonic function with any real as argument and so rank reversal will not occur.

Also, to expand on my earlier comment, only linear transforms will map normals to normals.

Nick

Evans Jadotte wrote:

> 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.

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?

*
*   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/



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