# Re: st: Standard normal Depvar

 From Evans Jadotte To statalist@hsphsun2.harvard.edu Subject Re: st: Standard normal Depvar Date Fri, 07 Aug 2009 09:00:54 +0200

```Nick Cox wrote:
```
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

> 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.
```

```
```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/
```
```Hello Nick,

```
You did not read my earlier mail apologizing for my mind lapsus. I was thinking about squaring all variables when I mentioned the re-ranking issue. Evidently exponentiation preserves ranks. Also, as Austin mentioned that the exercise I want to carry out does not make sense, it has been applied many time in papers published from refereed journals and was proposed the time by: Amemiya (1977) The ML Estimator............ /Econometrica 45:955-68/.
```Many thanks again 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/
```