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Re: st: outliers v skew


From   Neil Shephard <[email protected]>
To   [email protected]
Subject   Re: st: outliers v skew
Date   Tue, 30 Nov 2010 16:30:10 +0000

On Tue, Nov 30, 2010 at 4:05 PM, Campo, Marc <[email protected]> wrote:
> We have developed a least squares regression model with a three level categorical predictor (and about 3 covariates) and an outcome (SF-12) that is skewed.  The sf-12 scores are skewed - negatively - in each group of the primary predictor.  This can be unavoidable if your mean score is above national norms.  The residuals are similarly skewed (in each predictor category) but slightly less so.
>
> The skew results from a series of outliers in each group, almost all of which are negative.   Without the outliers, the residual distributions are
> somewhat normal.   We have a large sample (about 1,445) and I would
> say there are about 25-30 observations with standardized residuals
> between -3 and -5.5.   With the exception of a couple of the cases
> most of these don't seem to cause much havoc.  They are interesting
> and may deserve to influence the coefficients.  Hard to tell - even
> from a clinical perspective.
>
> So, is this a question of non normality or an outlier problem or
> both.......both robust and median regression results in coefficients that are about 1 less than standard regression for one level of the dummy coded predictor, and similar for the other.  (there is also an age interaction so we report across 3 levels of age).  Transformations of the DV don't seem to add much. Looking at a variety of transformations  only the cubic seemed to make things even close to normal.   Transformations would also make this difficult to interpret.
>

This seems virtually identical to the following post/thread on
MedStats a couple of days ago (except you appear to have posted to
Statalist from your work email address as opposed to your personal
Yahoo! one)...

http://groups.google.com/group/medstats/browse_thread/thread/95e098ccc98fdd76

Have you tried the suggestions others made there?

What was unsatisfactory/lacking in those responses?

Neil

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