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Re: st: van der Waerden transformation


From   Maarten Buis <maartenlbuis@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: van der Waerden transformation
Date   Thu, 12 Apr 2012 18:42:33 +0200

On Thu, Apr 12, 2012 at 6:11 PM, Scott Merryman wrote:
> Isn't the van der Waerden transformation just inverse_normal(rank/(N +1)) ?

That sounds like an awful idea. That way you are just "inventing"
distances between ranks that have nothing to do with what you
observed. If you (generally speaking, not Scott specifically) really
want to get rid of the skewness that badly, than just use the
percentile rank and be honest about the fact that you have thrown away
the information on the distances between the ranks rather than making
those distances up. In general, I would _not_ try to get rid of the
skewness, but rather use it. If it is a dependent variable that might
suggest a -glm- with maybe a log link function. If it is an
independent variable it might suggest a non-linear effect possibly to
be modeled with splines (see: -mkspline-).

I would be interested to hear if someone knows of an application where
this transformation would make some sense. I cannot imagine one, but
that may just be due to my lack of imagination.

-- Maarten

--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany


http://www.maartenbuis.nl
--------------------------
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