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From |
Tom <tommedema@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: xtlogit: panel data transformation's recast to double makes model incomputable |

Date |
Wed, 3 Apr 2013 17:09:38 +0200 |

"close" is a price, and therefore it is always positive. -sum close, detail- follows (after dropping some outliers in which I am not interested): http://pastebin.com/25gm94i0 Because close is always positive I would like to return to the -ladder close- issue. It turns out that when I supply -noadjust-, i.e. execute -ladder close, noadjust- it does return some details: http://pastebin.com/m8Z4YmKd -noadjust- is simply the -noadjust- option of -sktest-, used by -ladder-. The help file says that this is what it does: " noadjust suppresses the empirical adjustment made by Royston (1991) to the overall chi-squared and its significance level and presents the unaltered test as described by D'Agostino, Balanger, and D'Agostino (1990)." But does anyone have a clue why this adjustment would prevent ladder from returning anything? Also see the results of -sktest close- versus -sktest close, noadjust-: http://pastebin.com/tPUf3xE6 Tom On Wed, Apr 3, 2013 at 4:54 PM, Nick Cox <njcoxstata@gmail.com> wrote: > The transformations that -ladder- tries are typically only defined for > positive variables. As I recall, many of your variables are variously > positive and negative. > > The usual transformations for right-skewed variables, such as square > root and logarithmic, are thus no use in your case. > > This is precisely why cube root and inverse hyperbolic functions were > suggested earlier/ > > On the face of it that is not an explanation of why all the > transformations fail, but I'd not be inclined to think that -ladder- > will help your problem. > > I'm afraid that you have keep reminding us of basics -- e.g. what is > -close- and what are its descriptive statistics -- as even those > following your threads can't be expected to keep track of all earlier > posts. > > Nick > > On 3 April 2013 15:33, Tom <tommedema@gmail.com> wrote: > >> Anyway, I think I may have a very important pointer that could help in >> finding the cause of this issue: >> when I run -ladder close- it returns absolutely nothing, i.e.: >> >> ladder close >> >> Transformation formula chi2(2) P(chi2) >> ------------------------------------------------------------------ >> cubic close^3 . . >> square close^2 . . >> identity close . . >> square root sqrt(close) . . >> log log(close) . . >> 1/(square root) 1/sqrt(close) . . >> inverse 1/close . . >> 1/square 1/(close^2) . . >> 1/cubic 1/(close^3) . . >> >> I believe this is very much related to the problems I am having with >> this variable, close. If I can determine why ladder refuses to give me >> any transformations, then I may be able to figure out what is the >> source of this issue. >> >> I am not just trying to get an answer, I am interested in why ladder >> is not returning any transformations because this may give me >> information on the root cause of the problem. > * > * 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/

**Follow-Ups**:**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Nick Cox <njcoxstata@gmail.com>

**References**:**st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Tom <tommedema@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Maarten Buis <maartenlbuis@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Tom <tommedema@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**AW: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*"Klaus Pforr" <kpforr@googlemail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Tom <tommedema@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Tom <tommedema@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Tom <tommedema@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Tom <tommedema@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Tom <tommedema@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Tom <tommedema@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*"JVerkuilen (Gmail)" <jvverkuilen@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Tom <tommedema@gmail.com>

**Re: st: xtlogit: panel data transformation's recast to double makes model incomputable***From:*Nick Cox <njcoxstata@gmail.com>

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