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From |
Jeph Herrin <stata@spandrel.net> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: OLS assumptions not met: transformation, gls, or glm as solutions? |

Date |
Mon, 17 Dec 2012 11:18:29 -0500 |

http://www.uphs.upenn.edu/dgimhsr/stat-cstanal.htm cheers, Jeph On 12/17/2012 9:29 AM, Laura R. wrote:

Thank you very much for your help so far. Please let me reply one by one. @ Carlo: I conducted your example and with my data it seems the same, the -robust- option does not seem to change the graphical pictures or the tests (-estat hettest-, -iqr-) much. So the robust option has to be visible in the graphics and the tests, that it induced homoskedasticity? @ Nick: As to the equality of variances between the cases from the 2 surveys, a referee seems concerned about inferences one can make from the descriptive statistics. Therefore, I would like to use -sdtest- to see whether variances are the same in the two samples. And for the regression, I think that adding the year-dummy would be enough to account for it? The variances of the regression residuals are another thing, this is for model validation. Yes, there I plotted the residuals, and the variances seem to become larger as the dep. var. becomes larger, especially the lower bound (with negative values) changes. @ Maarten: So you would not worry about heteroskedasticity or the distribution of errors. What would you write in the paper then? "There is heteroskedasticity and non-normal error distribution, but I still use OLS because ...?" I am very curious, because I would like to keep the OLS @ Maarten & David: About linearity: as independent variables, I mainly have categorical variables. So - scatter y x- or -graph matrix y x x- does not help much, because the cases are only on the lines for 0 and 1. How can I see whether I have a linear relationship between y and x, if x is categorical? @ David: Yes, I think about transformation, and will read again about interpretation. Still, just having minutes to interpret would be easier, also for readers which are not so familiar with transformation. Also, I am not sure whether OLS with transformed dependent variable, or -glm- without transformed variable would be better. Laura * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

* * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/

**References**:**st: OLS assumptions not met: transformation, gls, or glm as solutions?***From:*"Laura R." <laura.roh@googlemail.com>

**Re: st: OLS assumptions not met: transformation, gls, or glm as solutions?***From:*David Hoaglin <dchoaglin@gmail.com>

**Re: st: OLS assumptions not met: transformation, gls, or glm as solutions?***From:*"Laura R." <laura.roh@googlemail.com>

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