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Re: st: van der Waerden transformation


From   Austin Nichols <austinnichols@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: van der Waerden transformation
Date   Thu, 12 Apr 2012 13:01:39 -0400

Maarten--
how about test scores?

On Thu, Apr 12, 2012 at 12:42 PM, Maarten Buis <maartenlbuis@gmail.com> wrote:
> 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
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