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RE: st: autoregression on dummy varialbe


From   [email protected]
To   [email protected]
Subject   RE: st: autoregression on dummy varialbe
Date   Thu, 9 Feb 2006 13:29:57 -0500

actually,
the 1-0 variable is to indicate if the current player follows the decision of 
the immediate previous player. If following, getting value 1, if not getting 
value 0. we have 130 cases over time. whant we want to do is to statistically 
get the probability (alpha) that the current player will follow the previous 
decision from the data available. We guess, AR(1) perhaps is the helpful model 
to do that. Thanks for any help here 

Quoting Nick Cox <[email protected]>:

> This is really the same question, and a question posed
> to you earlier about how why you think this would make sense
> has not been answered. 
> 
> However, we see here some (or perhaps all) of the data. 
> x takes one of two values, so your data are from a 
> discrete distribution. I think it difficult to see why an AR model would
> be appropriate here. Possibly a Markov chain, which is loosely equivalent, 
> would make more sense. 
> 
> There are 4 values of 0 and 4 values of 1 in this sample. Thus 
> the data are symmetrically distributed. No one-to-one 
> transformation that I could think of appears either necessary 
> or useful in this circumstance.  
> 
> If these really are all the data, you are also challenged on 
> the score of sample size. 
> 
> Nick 
> [email protected] 
> 
> [email protected]
>  
> > thanks for response,and sorry for ambiguity
> > here is the sample data:
> > yearid  x
> > 1       1
> > 2       1
> > 3       0
> > 4       1
> > 5       0
> > 6       0
> > 7       0
> > 8       1
> > 
> > then, I want to apply AR for x. is that allowed? since x is 
> > variable only with 
> > value 1 and 0. if not, is there any transformation on x that 
> > we can do?
> > Is that clear enough? thanks
> 
>   
> Marcello Pagano <[email protected]>:
>  
> > > The reason, Tang, why there was not much of a response to your
> > > question is that it is not possible to understand what your question
> > > is. Of course, one can do AR on any variable, but the interpretation
> > > might be a little challenging!
> > > Please give us more details about your problem, otherwise don't post
> > > again, please.
> > > 
>  
> 
> [email protected] 
> 
> > > >>can i do AR on a dummy variable? what do i need to do to 
> > transform the 
> > > >>variable.
> 
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