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From |
Nick Cox <njcoxstata@gmail.com> |

To |
statalist@hsphsun2.harvard.edu |

Subject |
Re: st: Is it valid to use the individual ratios (i.e. Xi/Yi) in the dependent or independent part of a regression model? |

Date |
Fri, 25 May 2012 18:51:52 +0100 |

I imagine each field of statistical science has its own expository literature on this, e.g. Kenney, B. C. 1982. Beware of spurious self-correlations! Water Resources Research 18(4): 1041–1048, doi:10.1029/WR018i004p01041 On Fri, May 25, 2012 at 5:02 PM, Steve Samuels <sjsamuels@gmail.com> wrote: > > Rich Goldstein's nice summary contains a reference to Dick Kronmal's article: > > Kronmal, R. A. (1993). Spurious correlation and the fallacy of the ratio standard > revisited. Journal of the Royal Statistical Society. Series A (Statistics in > Society), 379-392. > > Dick's thinking (and title) were inspired by: > > Tanner, J. M. (1949). Fallacy of per-weight and per-surface area standards, > and their relation to spurious correlation. Journal of Applied Physiology, 2(1), 1-15. > > Happily, Tanner's article is available online: > > http://0-jap.physiology.org.library.pcc.edu/content/2/1/1.full.pdf+html > > Steve > sjsamuels@gmail.com > > > Your opening statement is more nearly incorrect than correct. In > general, X / Y is indeterminate whenever Y is 0; if X and Y are > normally distributed that is an event with probability 0 (which still > means possible) but the ratio is otherwise well defined. > > If Y is ever 0 in your data then the ratio X / Y is unlikely to make > scientific sense and so the question of what you can and can't do with > it statistically doesn't really arise. > > I don't think there is a simple answer to whether you should use > ratios in regression. Often it is scientifically natural; often it is > pretty dangerous. > > For one statement of various pitfalls see list member RIchard > Goldstein on ratios: > > http://biostat.mc.vanderbilt.edu/wiki/pub/Main/BioMod/goldstein.ratios.pdf > > Better advice might depend on your giving more details on what you > want to, mentioning the scientific or medical context as well. > > Nick > > On Fri, May 25, 2012 at 5:36 AM, <guhjy@kmu.edu.tw> wrote: > >> The ratio of two normally distributed variables (X and Y) has no mean >> or variance. >> 1. Why is it valid that the "ratio" command estimates the mean and se of ratios? >> 2. Is it valid to use the individual ratios (i.e. Xi/Yi) in the >> dependent or independent part of a regression model? > * > * 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/

**References**:**st: Is it valid to use the individual ratios (i.e. Xi/Yi) in the dependent or independent part of a regression model?***From:*guhjy@kmu.edu.tw

**Re: st: Is it valid to use the individual ratios (i.e. Xi/Yi) in the dependent or independent part of a regression model?***From:*Nick Cox <njcoxstata@gmail.com>

**Re: st: Is it valid to use the individual ratios (i.e. Xi/Yi) in the dependent or independent part of a regression model?***From:*Steve Samuels <sjsamuels@gmail.com>

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