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AW: st: What multiple regression model for extreme distributions


From   "Martin Weiss" <martin.weiss1@gmx.de>
To   <statalist@hsphsun2.harvard.edu>
Subject   AW: st: What multiple regression model for extreme distributions
Date   Tue, 2 Feb 2010 16:17:27 +0100

<> 

" I would suggest zero-inflated negative binomial _zinb_"



And undoing the -recode- from 0 to 1, I presume?



HTH
Martin


-----Ursprüngliche Nachricht-----
Von: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] Im Auftrag von Filipa de
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Gesendet: Dienstag, 2. Februar 2010 16:15
An: statalist@hsphsun2.harvard.edu
Betreff: Re: st: What multiple regression model for extreme distributions

I would suggest zero-inflated negative binomial _zinb_

On Tue, Feb 2, 2010 at 9:09 AM, muhammed abdul khalid
<muhammed.abdulkhalid@gmail.com> wrote:
>
> I have a household income survey data ( 38,000 observations), and my
> problem is doing a multiple regression on saving ( independent var) to
> ethnicity/strata/employment
> etc( dependent var).
>
> The problem is this : 70% of my observation for the value of saving is
> zero. I had recode it to 1 and log them, but the distribution is still
> extremely skewed ( mean 0.78, std dev is 2.4  min 0 max 14). The
> historgam still looks like the letter L , exteremly skewed to the
> right with  long tail.  Obviously, OLS is out, and I tried Poisson(
> glm nbinomial) but the distribution is still not distributed normally.
> The data are in order i.e no missing values etc etc. It is clean.For
> some reason, lobit would not run.
>
> What do you suggest? Thank you so much.
>
> Muhammed.
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