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st: RE: RE: correcting skewness of an indep variable


From   "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   st: RE: RE: correcting skewness of an indep variable
Date   Mon, 15 Mar 2010 14:26:30 -0700

The typical assumption in regression / glm is that the predictor variables are measured without error, so skewness would not be an issue, although the variance might be.  I'm not sure if taking logs would help, especially if the skewness was due to clumping at some value (such as 0).  If you were using an errors-in-variables model it might be.

Tony

Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Nick Cox
Sent: Monday, March 15, 2010 9:18 AM
To: statalist@hsphsun2.harvard.edu
Subject: st: RE: correcting skewness of an indep variable

Skewness of an independent variable (I prefer an alternative term such as 'predictor') is sometimes an inconvenience. I am not aware that symmetry of an independent variable is ever an assumption in modelling. 

In the case of logit there are plenty of situations in which response is conveniently taken to be a function of log predictor. I don't think the more complicated treatment of -lnskew0- is ever obviously essential. 

In any case, the whole terminology of a 'correction' is at best unfortunate here. 

Can you reproduce the error message below with one of Stata's standard datasets? It looks a very odd error, particularly because I don't think -lnskew0- makes any use of Stata's matrix language. Perhaps your copy of Stata is corrupted. 

. set trace on 

to see where the error comes from. 

Nick 
n.j.cox@durham.ac.uk 

Fabio Zona

When does one need to correct the skewness of an independent variable? I have a logit regression and my indep variable is strongly skewed; do I need to correct this (by using lnskew0 )??

I tried to correct my variable, but Stata gave this error message (see below); what does it mean? why it gave this message?

lnskew0 lnindepvar =  indepvar
invalid matrix stripe;
.z_
r(198);


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