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st: transformations for highly skewed dependent variable


From   Dalhia <ggs_da@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: transformations for highly skewed dependent variable
Date   Tue, 8 Sep 2009 13:27:08 -0700 (PDT)

Dear Statalist,

I have a dependent variable, Return on Assets, which is highly skewed - a high peak (I have lots of companies having ROA close to zero) and highly dispersed (I have about 200 values that are greater than 2.00 and lesser than -3.00). None of the usual corrections for skewed data (log, inverse, square) work because they pull in the values, hence increasing the peak. 

Is there some kind of data transformation available in stata that will make this data more normal? 

Thanks for your help. I appreciate it. 
dalhia


      


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