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RE: st: correcting skewness of an indep variables

From   "Lachenbruch, Peter" <>
To   "''" <>
Subject   RE: st: correcting skewness of an indep variables
Date   Tue, 16 Mar 2010 09:14:13 -0700

Yes, they do.  If you have independent variables that have odd distributions, the usual regression treats them as known without error.  An error-in-variables model might have some issues.


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

-----Original Message-----
From: [] On Behalf Of Maarten buis
Sent: Tuesday, March 16, 2010 1:25 AM
To: stata list
Subject: RE: st: correcting skewness of an indep variables

--- On Mon, 15/3/10, Lachenbruch, Peter wrote:
> If the observations are identifiable a priori (e.g., 
> hospitalization cost if not hospitalized) you can use a 
> two-part model.  See Lachenbruch,  P. A., (2001) 
> "Comparison of competitors to the two part model" 
> Statistics in Medicine 20(8) 1215-1234 Lachenbruch, P. A.
> (2002) "Analysis of Data with Excess Zeros" Statistical
> Methods in Medical Research 11(4) 297-302
> The second reference is an introduction to a volume of SMMR
> on this problem.

Don't these references deal more with the case where such
variables are the depenent/explained/y variable, rather than
the case where such variables are the independent/explanatory/x

If I understood the original question correctly, than that 
question concerned the latter case, and the solution I proposed 
(add the original variable + a dummy indicating which 
observation had a spike value and which not) is certainly only
appropriate for that latter case.

-- Maarten

Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen


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