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Re: st: Regressions with dependent continuous variable with bounded range


From   David Hoaglin <dchoaglin@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Regressions with dependent continuous variable with bounded range
Date   Sun, 18 Dec 2011 14:11:04 -0500

Dear All,

Is it well-established that the effect is quadratic in x, as opposed
to being nonlinear in x (the functional form might be quadratic or
something else entirely)?  If the form is not necessarily quadratic, a
good strategy would fit the linear term in x and then examine the
pattern of nonlinearity by plotting the residuals against x.  A
quadratic term can provide a reasonable approximation for some
patterns of nonlinearity, but not for others.

Also, centering x at a suitable value (often near the middle of its
range) would be a good preliminary step.

David Hoaglin

On Sun, Dec 18, 2011 at 11:56 AM, Suryadipta Roy <sroy2138@gmail.com> wrote:
> Dear Brendan and Nick,
>
> Thank you so much for the detailed suggestions! I will try to
> implement these. Infact, I was just reading the paper by Papke and
> Wooldridge (Journal of Econometrics, 2008) "Panel data methods for
> fractional response variables with an application to test pass rates"
> in order to understand the application better.
>
> Best regards,
> Suryadipta.
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