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st: RE: RE: how to deal with a censored and skewed regressor?


From   "Feiveson, Alan H. (JSC-SK311)" <[email protected]>
To   <[email protected]>
Subject   st: RE: RE: how to deal with a censored and skewed regressor?
Date   Wed, 7 Jan 2009 12:26:40 -0600

Nick wrote: "If you regard such a regressor as error-free, as one
usually does, then I am not clear that procedure need otherwise be
affected."

But if the variable (say X )is censored, then it's real value is unknown
except for an upper or lower bound and there is error ,hence bias in the
regression parameter estimates if X is used as is. So in mbaier's case,
if X is really censored at zero, that means it's true value is some
negative number. This needs to be taken into account in the estimation.

Al Feiveson

 

-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Wednesday, January 07, 2009 12:09 PM
To: [email protected]
Subject: st: RE: how to deal with a censored and skewed regressor?

(x - r(min)) / (r(max) - r(min)) 

does not yield missing when r(min) is 0 unless x is missing or r(max) is
also zero. But that's neither here or there. The above is just a linear
rescaling of a variable and will thus leave skewness unchanged. 

Skewness of a regressor is not itself fatal to anything. 

Censoring of a regressor is something to take account of in
interpretation. If you regard such a regressor as error-free, as one
usually does, then I am not clear that procedure need otherwise be
affected.  

Nick
[email protected] 

mbaier

I tried to transform it according to ln(skewed variable), but my
regressor has a lots of values at zero, for which ln is not defined. I
also tried to create an index like I=100*(x-r(min))/(r(max)-r(min)),
which again leads to many missings (due to many x's being zero).
What can I do?
Besides, do I have to account for the censoring of my regressor? If so,
what can I do?


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