Notice: On April 23, 2014, Statalist moved from an email list to a forum, based at statalist.org.
[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]
Re: st: Regressions with dependent continuous variable with bounded range
From 
 
David Hoaglin <[email protected]> 
To 
 
[email protected] 
Subject 
 
Re: st: Regressions with dependent continuous variable with bounded range 
Date 
 
Sun, 18 Dec 2011 14:11:04 -0500 
Dear All,
Is it well-established that the effect is quadratic in x, as opposed
to being nonlinear in x (the functional form might be quadratic or
something else entirely)?  If the form is not necessarily quadratic, a
good strategy would fit the linear term in x and then examine the
pattern of nonlinearity by plotting the residuals against x.  A
quadratic term can provide a reasonable approximation for some
patterns of nonlinearity, but not for others.
Also, centering x at a suitable value (often near the middle of its
range) would be a good preliminary step.
David Hoaglin
On Sun, Dec 18, 2011 at 11:56 AM, Suryadipta Roy <[email protected]> wrote:
> Dear Brendan and Nick,
>
> Thank you so much for the detailed suggestions! I will try to
> implement these. Infact, I was just reading the paper by Papke and
> Wooldridge (Journal of Econometrics, 2008) "Panel data methods for
> fractional response variables with an application to test pass rates"
> in order to understand the application better.
>
> Best regards,
> Suryadipta.
*
*   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/