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Re: st: Is it valid to use the individual ratios (i.e. Xi/Yi) in the dependent or independent part of a regression model?


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: Is it valid to use the individual ratios (i.e. Xi/Yi) in the dependent or independent part of a regression model?
Date   Fri, 25 May 2012 09:33:36 +0100

Your opening statement is more nearly incorrect than correct. In
general, X / Y is indeterminate whenever Y is 0; if X and Y are
normally distributed that is an event with probability 0 (which still
means possible) but the ratio is otherwise well defined.

If Y is ever 0 in your data then the ratio X / Y is unlikely to make
scientific sense and so the question of what you can and can't do with
it statistically doesn't really arise.

I don't think there is a simple answer to whether you should use
ratios in regression. Often it is scientifically natural; often it is
pretty dangerous.

For one statement of various pitfalls see list member RIchard
Goldstein on ratios:

http://biostat.mc.vanderbilt.edu/wiki/pub/Main/BioMod/goldstein.ratios.pdf

Better advice might depend on your giving more details on what you
want to, mentioning the scientific or medical context as well.

Nick

On Fri, May 25, 2012 at 5:36 AM,  <[email protected]> wrote:

> The ratio of two normally distributed variables (X and Y) has no mean
> or variance.
> 1. Why is it valid that the "ratio" command estimates the mean and se of ratios?
> 2. Is it valid to use the individual ratios (i.e. Xi/Yi) in the
> dependent or independent part of a regression model?
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