Re: st: re: z-score as a dependent variable in a linear regression

[Marcello Pagano <pagano@hsph.harvard.edu>]

and be careful that the inferences you make (p-values, confidence 
intervals etc.) usually depend on your covariates (x1, x2, below) being 
known without error.  Once you start "z-scoring" your covariates, then 
their values may become subject to "extra" variation that is not covered 
by Stata's formulae. Thus it is not fully Kosher.

m.p.


On 11/14/2007 9:46 PM, Kit Baum wrote:

> Dan said
>
> In general, is it kosher to use a z-score as a dependent variable in a
> linear regression?  Is it "better" to use some sort of ratio
> measurement?
>
> Keep in mind that if you say
>
> regress y x1 x2, beta
>
> you are in effect running an OLS of z-scored y on z-scored x1 and 
> z-scored x2.
>
> Kit
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