Re: st: Standard normal Depvar

[Evans Jadotte <evans.jadotte@uab.es>]

Nick Cox wrote:
> To echo Austin Nichols, your assertion about exponentiation and change 
> of rank is quite incorrect. Think of a plot of exp(x) and you will see 
> that it is a monotonic function with any real as argument and so rank 
> reversal will not occur.
>
> Also, to expand on my earlier comment, only linear transforms will map 
> normals to normals.
>
> Nick
>
> Evans Jadotte wrote:
>
> > Thanks Nick. However, exponentiation will result in a re-ranking of
> > individuals, which I must avoid. For instance, someone with a score -5
> > compared with one whose score is 4, the former will end up being ranked
> > higher than the latter after exponentiating. I need to preserve the
> > ranks and normality after transforming.
>
> > Nick Cox wrote:
>
> > > Exponentiation will get you all positives. After that many options 
> > > are open.
> > >
> > > Evans Jadotte wrote:
> > >
> > > > Nick Cox wrote:
> > > > > This produces zero or positive values.
> > > > >
> > > > > Less pedantically, if the variable is already standard normal, why 
> > > > > does it need transforming?
>
> *
> *   For searches and help try:
> *   http://www.stata.com/help.cgi?search
> *   http://www.stata.com/support/statalist/faq
> *   http://www.ats.ucla.edu/stat/stata/
Hello Nick,

You did not read my earlier mail apologizing for my mind lapsus. I was 
thinking about squaring all variables when I mentioned the re-ranking 
issue. Evidently exponentiation preserves ranks. Also, as Austin 
mentioned that the exercise I want to carry out does not make sense, it 
has been applied many time in papers published from refereed journals 
and was proposed the time by: Amemiya (1977) The ML 
Estimator............ /Econometrica 45:955-68/. 

Many thanks again for the feedback.

Evans
*
*   For searches and help try:
*   http://www.stata.com/help.cgi?search
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/