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

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Standard normal Depvar |

Date |
Fri, 07 Aug 2009 16:23:17 +0200 |

Nick Cox wrote:

I am glad we agree that exponentiation, meaning exp(), preservesranks. Sorry, but I don't understand what you want otherwise. Nor itseems do Maarten Buis, Austin Nichols or Martin Weiss.I suggest that you try again with a fuller explanation, together withexamples.Nick Evans Jadotte wrote: > 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. Nick Cox wrote:To echo Austin Nichols, your assertion about exponentiation andchange of rank is quite incorrect. Think of a plot of exp(x) and youwill see that it is a monotonic function with any real as argumentand so rank reversal will not occur.Also, to expand on my earlier comment, only linear transforms willmap normals to normals.Evans Jadotte wrote:> Thanks Nick. However, exponentiation will result in a re-ranking of> individuals, which I must avoid. For instance, someone with ascore -5> compared with one whose score is 4, the former will end up beingranked> 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 optionsare 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/

Hello Nick, Sorry for my being terse (and also the typos and missed words). What I am trying to do is the three-step feasible generalized least squares (proposed by Amemiya, 1977), which is not a problem /per

preserving normality. I did not put examples since it would be too cumbersome in the mail and would probably waste your time. Many thanks, 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:*Evans Jadotte <evans.jadotte@uab.es>

**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:*Nick Cox <n.j.cox@stata.com>

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