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From |
"JVerkuilen (Gmail)" <jvverkuilen@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Mixed effects model for asymmetric data |

Date |
Wed, 26 Sep 2012 14:38:38 -0400 |

On Wed, Sep 26, 2012 at 2:15 PM, Ana Beatriz FS <nutrianabeatriz@gmail.com> wrote: > Thanks, JVVerkuilen, > > Unfortunately my variable is not a count one, I work with levels of hormones. Ah. > Following your suggestion, I assessed the quality of the model by the > residuals and it's really really bad. > > With respect to the transformations, they produce quite different > distributions. I haven't find one that would fit all my points in > time, even if not perfectly. I do think I have a problem here! So what are the various transformations you're getting? I assume you're fitting Box-Cox models within a time point, or something like that? If most of the Box-Cox parameters are between 0 and 0.5, you might simply have to deal with picking a reasonable compromise value, though I suppose a rather complicated nonlinear model that took transformation into account over time could be made (but wow...). How are you measuring your distributions' differences? You might want to pick a reasonable and interpretable compromise transformation, use it and then assess the residuals. I have found that the inverse hyperbolic sine is frequently overlooked and often useful. It's a rather nice compromise between log and sqrt that is well-defined for values of 0. There's a small literature on it, with two citations given below. -generate IHSmyvar = asinh(myvar)- Layton, David F, 2001. "Alternative Approaches for Modeling Concave Willingness to Pay Functions in Conjoint Valuation," American Journal of Agricultural Economics, vol. 83(5), 1314-20. Burbidge, John B., Lonnie Magee and A. Leslie Robb. 1988 "Alternative Transformations to Handle Extreme Values of the Dependent Variable." Journal of the American Statistical Association, vol. 83, 123-127. -- JVVerkuilen, PhD jvverkuilen@gmail.com "Out beyond ideas of wrong-doing and right-doing there is a field. I'll meet you there. When the soul lies down in that grass the world is too full to talk about." ---Rumi * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**References**:**st: Mixed effects model for asymmetric data***From:*Ana Beatriz FS <nutrianabeatriz@gmail.com>

**Re: st: Mixed effects model for asymmetric data***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**Re: st: Mixed effects model for asymmetric data***From:*Ana Beatriz FS <nutrianabeatriz@gmail.com>

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