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


From   Nick Cox <n.j.cox@durham.ac.uk>
To   "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu>
Subject   RE: st: Model for Poisson-shaped distribution but with non-count data
Date   Wed, 7 Dec 2011 19:47:28 +0000

Thanks. 

I did not spell out another key limitation, namely that -lnskew0- just works on the marginal distribution of the response and takes no account of the information in the predictors. 

Nick 
n.j.cox@durham.ac.uk 

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Owen Gallupe
Sent: 07 December 2011 19:33
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: Model for Poisson-shaped distribution but with non-count data

Point taken...thank you for the advice, Nick. Very much appreciated.

Owen



On Wed, Dec 7, 2011 at 1:13 AM, Nick Cox <njcoxstata@gmail.com> wrote:
> -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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