Statalist


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

Re: st: What multiple regression model for extreme distributions


From   Filipa de Castro <filipa.castro@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: What multiple regression model for extreme distributions
Date   Tue, 2 Feb 2010 09:22:24 -0600

Yes, leave the zeros as zeros.


On Tue, Feb 2, 2010 at 9:17 AM, Martin Weiss <martin.weiss1@gmx.de> wrote:
>
> <>
>
> " 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
> Castro
> 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.
>> *
>> *   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/
>
> *
> *   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/
>
>
> *
> *   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/
>

*
*   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