Stata The Stata listserver
[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

st: dilemma of transformation to normal dist.


From   Yoshiro Nagao <[email protected]>
To   [email protected]
Subject   st: dilemma of transformation to normal dist.
Date   Sat, 17 May 2003 23:48:05 +0900 (JST)

Dear All,

I want to do a multivariate regression analysis (of any sort)
on a continuous dependent variable, which has, highly skewed, 
 somewhat log-normal distribution.

To enable linear regression, this dependent 
was logarithm-transformed.  Since a considerable number
of records have 0 value, however, they could not be
log-transformed.  Setting an very small positive arbitrary value
to these records would enable log-transformation.
However, the size of this arbitrary value would
affect the result of regression analysis.

What is the best way to transform this variable to normal distribution?
Or else, are there multivariate regression method
which can be applied to variable with non-normal distribution?

Thank you for your suggestion in advance.

Nagao

__________________________________________________
Do You Yahoo!?
Yahoo! BB is Broadband by Yahoo!
http://bb.yahoo.co.jp/

*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2024 StataCorp LLC   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index