Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
From | Nick Cox <njcoxstata@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: qladder |
Date | Thu, 22 Sep 2011 14:44:33 +0100 |
Say rather that an -ovtest- without rejection merely fails to find problems. There may well be misspecification problems not detected by -ovtest-. Try variations on -regress mpg weight- and -ovtest- in the auto data. Here a plain linear regression looks good but you'd still be better off working with the reciprocal of -mpg-, and even better off with a -glm, link(power -1)-. This is, I suggest, true of all health checks. Nick On Thu, Sep 22, 2011 at 2:00 PM, Carlo Lazzaro <carlo.lazzaro@tin.it> wrote: > > Dear Ozgur, > I do not understand your concern. > If the -ovtest- does not reject the null hypothesis of no omitted variables, > your regression model has no misspecification problems (ie, all the relevant > explanatory variables are included in the RHS). > > > Kindest Regards, > Carlo > > -----Messaggio originale----- > Da: owner-statalist@hsphsun2.harvard.edu > [mailto:owner-statalist@hsphsun2.harvard.edu] Per conto di Ozgur Ozdemir > Inviato: giovedì 22 settembre 2011 13.57 > A: Stata > Oggetto: RE: st: qladder > > > > Thanks Nic, > you are right, in my case, residuals I think should be normally distributed > and i am happy with it but when I run the ovtest, it does not reject the > null hypothesis, that means, something is wrong with the transformations or > interactions within the model, not sure if i really need to pass the ovtest. > I did not see lots of papers reported ovtest results anyway. > > > > > > kind regards > Ozgur > > > ---------------------------------------- >> Date: Thu, 22 Sep 2011 12:52:31 +0100 >> Subject: Re: st: qladder >> From: njcoxstata@gmail.com >> To: statalist@hsphsun2.harvard.edu >> >> I don't think I can suggest a complete list for you. You need to look >> at good publications in your field and talk to your >> advisors/supervisors/committee about what is expected. The idea of a >> link function is perhaps best covered in books on generalised linear >> models which, to be frank, are from what you say likely to be a tough >> read for you. >> >> That said, the purpose of -qladder- is to suggest transformations that >> make data more nearly normal. However, it is not an assumption of >> regression that data are normally distributed. Consider x = 1(1)10, y >> = 2 + 3x. Here regression makes perfect sense and it is not a problem >> that neither y nor x is normally distributed. >> >> Nick >> >> On Thu, Sep 22, 2011 at 12:42 PM, Ozgur Ozdemir >> <ozdemirozgur@hotmail.com> wrote: >> > >> > >> > Hi Nick, >> > that is great, thanks, what kind of link functions? meanwhile, I am very > new to Stata and just collected my data for my phd however still struggling > with regression analysis. it seems, it will be difficult than what I > expected. How can i find a complete list of activities to be done during a > regression / step by step journey ? it seems, i am finding something new > everyday. thanks in advance. >> > >> > >> > >> > >> > >> > >> > >> > kind regards >> > Ozgur Ozdemir >> > T: +44 (0) 75 0332 9865 >> > E: ozdemirozgur@hotmail.com<mailto:ozdemirozgur@hotmail.com> >> > Skype : ozgurozdemir2005 >> > >> > >> > ---------------------------------------- >> >> Date: Thu, 22 Sep 2011 12:38:44 +0100 >> >> Subject: Re: st: qladder >> >> From: njcoxstata@gmail.com >> >> To: statalist@hsphsun2.harvard.edu >> >> >> >> It's enough that some are real zeros for the transformations concerned >> >> to be invalid. That doesn't rule out using link functions that indulge >> >> zeros. >> >> >> >> Nick >> >> >> >> On Thu, Sep 22, 2011 at 12:35 PM, Ozgur Ozdemir >> >> <ozdemirozgur@hotmail.com> wrote: >> >> > >> >> > Hi Nic, >> >> > It seems you are right, i have too many zeros but some of them are > real zeros, and some of them are missing values. i am not sure how I can > handle it. >> >> > >> >> > >> >> > >> >> > >> >> >> From: njcoxstata@gmail.com >> >> >> To: statalist@hsphsun2.harvard.edu >> >> >> >> >> >> The implication is that you have zeros in your data so that the >> >> >> transformations not plotted are not computable for all values. It is >> >> >> thus not clear that you are missing anything that could be useful. >> >> >> >> >> >> Nick >> >> >> >> >> >> On Thu, Sep 22, 2011 at 12:18 PM, Ozgur Ozdemir >> >> >> <ozdemirozgur@hotmail.com> wrote: >> >> >> >> >> >> > when I use the qladder command, it does show only four graphs > including cubic, square, identity and square root. but does not show i.e > inverse, 1/square and some others. Is there any way that I can get others > graphed? >> >> >> > >> >> * >> * 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/ > > * > * 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/ > > > > * > * 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/ > * * 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/