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Re: st: multiple regression, r squared and normality of residuals
From
Nick Cox <[email protected]>
To
[email protected]
Subject
Re: st: multiple regression, r squared and normality of residuals
Date
Wed, 23 Mar 2011 22:06:53 +0000
-lnskew0- was presumably intended.
On Wed, Mar 23, 2011 at 8:56 PM, David Greenberg <[email protected]> wrote:
> Keith, I tried looking for the lnskew command and couldn't find it. Could you indicate where it is located? Thank you, David Greenberg, Sociology Department, New York University
>
> ----- Original Message -----
> From: Keith Dear <[email protected]>
> Date: Tuesday, March 22, 2011 11:48 pm
> Subject: Re: st: multiple regression, r squared and normality of residuals
> To: [email protected]
>
>
>> You could also try a sqrt transform, since the log seems to have
>> overcooked it: see -ladder-. And you appear to have seven zeros (or
>> negatives) which is why you are losing N: a common solution is to use
>> log(1+x); or try -lnskew-
>>
>> However since your original residuals appeared normal, why are you
>> transforming the dependent variable at all? You probably have
>> something other than a straight-line dependence on one or more
>> covariates, so should be concentrating on the RHS of the equation not
>> the left. -fracpoly- and -mfp- may help, or or just lots of
>> scatterplots. Also see -help regress postestimation- for -avplot- and
>> others.
>>
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