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Re: st: Model for Poisson-shaped distribution but with non-count data


From   Nick Cox <njcoxstata@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Model for Poisson-shaped distribution but with non-count data
Date   Wed, 7 Dec 2011 09:13:52 +0000

-lnskew0-  is a transformation command rather than a modelling
command. Its use would, in my view, create two key problems even if it
"worked".

1. You still have to explain to whoever you are writing for why using
ln(y - k) (in the most common case) makes scientific sense. Of course,
you may have a rationale for that. The usual rationale is that this is
in effect fitting a three-parameter lognormal distribution and there
is some clearcut reason why there is a definite lower limit to values
and also that it needs to be estimated from the data. Conversely if
you know k as a fixed minimum, there is no need to estimate it. No
covariates appear in this story.

2, The estimation of k and the estimation of whatever parameters you
use in any subsequent modelling command (in which covariates are now
introduced) are uncoupled, which is at best statistically awkward. If
you feed the results of -lnskew0- to a modelling command, you are
neglecting the uncertainty about k.

In short, I would never use -lnskew0- unless it was _exactly_ what I wanted.

Nick

On Tue, Dec 6, 2011 at 8:48 PM, Owen Gallupe <ogallupe@gmail.com> wrote:
> Thank you for the input, Cam, Paul, Paul, Nick, David, and Bill.
>
> You have given me some very good options to consider.
>
> Regarding Cam's earlier question, the multimodality only surfaces when
> the DV is transformed using lnskew0. It is not an issue using the raw
> version.
>
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