Re: st: stat query

[Richard Goldstein <richgold@ix.netcom.com>]

thanks to Nick for this reminder

of course what is most embarrassing  about this is that, in STB-32, I
actually published a program, -fisher-, to do this transform in Stata

lol at myself

Rich

On 11/19/10 6:20 AM, Nick Cox wrote:
> There was a Stata-based review in 
> 
> SJ-8-3  pr0041  .  Speaking Stata: Corr. with confidence, Fisher's z revisited
>         (help corrci, corrcii if installed) . . . . . . . . . . . .  N. J. Cox
>         Q3/08   SJ 8(3):413--439
>         reviews Fisher's z transformation and its inverse, the
>         hyperbolic tangent, and reviews their use in inference
>         with correlations
> 
> Perhaps the most useful detail for Rich was the aside that atanh[r] = (1/2) logit[(1 + r)/2]. 
> 
> Hence scaling the correlations to fall inside [0,1] and logit modelling the result opens up many routes in Stata. This is evident otherwise, but it is reassuring nevertheless that the nice properties of Fisher's z are akin to those to logit. 
> 
> Nick 
> n.j.cox@durham.ac.uk 
> 
> Richard Goldstein
> 
> thank you very much (not sure how I forgot about this, but ...)
> 
> Marcello Pagano 
> 
>> http://en.wikipedia.org/wiki/Fisher_transformation
>  
> On 11/18/2010 2:21 PM, Richard Goldstein wrote:
> 
>>> a client has told me that he thinks he will soon have a project where
>>> the dependent (response) variable will be a correlation coefficient;
>>> i.e., a "continuous" variable with the range restricted to [-1,+1];
>>>
>>> any help, guidance, suggestions on what model might be appropriate for
>>> this would be greatly appreciated; similarly, any citations would be
>>> great appreciated
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