Michael Ingre
>
> > Thank you Nick Cox, your neat suggestion -almost- (I think)
> > did the trick.
> >
> > > . sysuse auto
> > > . ssc inst egenmore
> > > . egen ridit = ridit(rep78)
> > > . gen pseudogauss = invnorm(ridit)
> > > . tabdisp rep78, c(ridit pseudogauss)
> >
> > But, wouldn't the estimation using ridit scores (mean rank
> > / sample size)
> > bias z slightly towards zero when you have many
> > observations/category? That
> > is, z-scores would increase more to the left than decrease
> > to the right of
> > the rank mean within a category (on the left hand size of
> > the distribution).
>
> The ridit transformation as implemented in -egen, ridit()-
> is just one that has worked well for me in some exploratory
> contexts. (Some references are in the help file for -distplot-.)
> I have used it as a transformation procedure rather than an attempt
> to estimate a latent quantity. So, you might want to modify it.
> Feel free to copy the code and hack away.
Note, however, that ridit(x) = 1 - ridit(-x), i.e. it
satisfies a simple and desirable symmetry property.
Nick
[email protected]
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