Bookmark and Share

Notice: On March 31, it was announced that Statalist is moving from an email list to a forum. The old list will shut down at the end of May, and its replacement, statalist.org is already up and running.


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

Re: st: Right skewed (positive) dependent variable


From   Maarten buis <maartenbuis@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Right skewed (positive) dependent variable
Date   Thu, 10 Jun 2010 15:51:00 +0000 (GMT)

--- On Thu, 10/6/10, SURYADIPTA ROY wrote:
> However, as I look at my program now, I discover
> the source of the anomaly- my transformatrion
> was newvar=ln(1+oldvar).. that explains.

Are there 0s in your dependent variable (oldvar)?
If there are, then you really have no choice other
than go the -glm- route. There are ways of getting 
a meaningfull interpretation out of a log transformed
dependent variable, but no such way exists for the
transformation log(oldvar + some constant), and 
leaving the constant out is no sollution either, as
that means that he 0s will be recoded to missing
values. This may also explain your non-normality:
is there a spike at 0. If that is the case, than
there can be no transformation that will lead to
a normal distribution. In that case you could 
consider modeling the zero separately using -zip-.
It is usually used for counts, but can also be
used for continuous variables in a Quasi-likelihood
kind of way, by specifying the -robust- option.

Hope this helps,
Maarten

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

http://www.maartenbuis.nl
--------------------------


      

*
*   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   |   Site index