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RE: st: autoregression on dummy varialbe


From   "Nick Cox" <[email protected]>
To   <[email protected]>
Subject   RE: st: autoregression on dummy varialbe
Date   Thu, 9 Feb 2006 18:49:47 -0000

help xttrans 

Nick 
[email protected] 

[email protected]
 
> actually,
> the 1-0 variable is to indicate if the current player follows 
> the decision of 
> the immediate previous player. If following, getting value 1, 
> if not getting 
> value 0. we have 130 cases over time. whant we want to do is 
> to statistically 
> get the probability (alpha) that the current player will 
> follow the previous 
> decision from the data available. We guess, AR(1) perhaps is 
> the helpful model 
> to do that. Thanks for any help here 
> 
> Quoting Nick Cox <[email protected]>:
> 
> > This is really the same question, and a question posed
> > to you earlier about how why you think this would make sense
> > has not been answered. 
> > 
> > However, we see here some (or perhaps all) of the data. 
> > x takes one of two values, so your data are from a 
> > discrete distribution. I think it difficult to see why an 
> AR model would
> > be appropriate here. Possibly a Markov chain, which is 
> loosely equivalent, 
> > would make more sense. 
> > 
> > There are 4 values of 0 and 4 values of 1 in this sample. Thus 
> > the data are symmetrically distributed. No one-to-one 
> > transformation that I could think of appears either necessary 
> > or useful in this circumstance.  
> > 
> > If these really are all the data, you are also challenged on 
> > the score of sample size. 
> > 
> > Nick 
> > [email protected] 
> > 
> > [email protected]
> >  
> > > thanks for response,and sorry for ambiguity
> > > here is the sample data:
> > > yearid  x
> > > 1       1
> > > 2       1
> > > 3       0
> > > 4       1
> > > 5       0
> > > 6       0
> > > 7       0
> > > 8       1
> > > 
> > > then, I want to apply AR for x. is that allowed? since x is 
> > > variable only with 
> > > value 1 and 0. if not, is there any transformation on x that 
> > > we can do?
> > > Is that clear enough? thanks
> > 
> >   
> > Marcello Pagano <[email protected]>:
> >  
> > > > The reason, Tang, why there was not much of a response to your
> > > > question is that it is not possible to understand what 
> your question
> > > > is. Of course, one can do AR on any variable, but the 
> interpretation
> > > > might be a little challenging!
> > > > Please give us more details about your problem, 
> otherwise don't post
> > > > again, please.
> > > > 
> >  
> > 
> > [email protected] 
> > 
> > > > >>can i do AR on a dummy variable? what do i need to do to 
> > > transform the 
> > > > >>variable.

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