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From |
"Nick Cox" <[email protected]> |

To |
<[email protected]> |

Subject |
RE: Re: st: Dependent continuous variable with bounded range |

Date |
Thu, 17 Apr 2008 19:03:47 +0100 |

Good point. In fact a little thought shows that if a variable is bounded on [0,1] then as the mean goes to either 0 or 1 the variance must go to 0, because the mean can only approach 0 or 1 if all values approach 0 or 1. That is true regardless of whether the variable is discrete or continuous. (Same is true for any finite bounds.) Verkuilen, Jay Nick Cox wrote: >However, it may well be that the discreteness of the binomial is not all crucial here, rather the shape of its variance function. People with a closer knowledge of the literature or a deeper theoretical understanding may wish to comment. The binomial is recommended in http://www.stata.com/support/faqs/stat/logit.html<< In point of fact, the variance function of the beta distribution is the same as the binomial, up to an additional free scale constant. Both are proportional to E(X)(1-E(X)). You would definitely want to free up the scale parameter for continuous data, though. * * For searches and help try: * http://www.stata.com/support/faqs/res/findit.html * http://www.stata.com/support/statalist/faq * http://www.ats.ucla.edu/stat/stata/

**Follow-Ups**:**RE: Re: st: Dependent continuous variable with bounded range***From:*"Verkuilen, Jay" <[email protected]>

**References**:**RE: Re: st: Dependent continuous variable with bounded range***From:*"Nick Cox" <[email protected]>

**RE: Re: st: Dependent continuous variable with bounded range***From:*"Verkuilen, Jay" <[email protected]>

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