Nick wrote: "If you regard such a regressor as error-free, as one
usually does, then I am not clear that procedure need otherwise be
affected."
But if the variable (say X )is censored, then it's real value is unknown
except for an upper or lower bound and there is error ,hence bias in the
regression parameter estimates if X is used as is. So in mbaier's case,
if X is really censored at zero, that means it's true value is some
negative number. This needs to be taken into account in the estimation.
Al Feiveson
-----Original Message-----
From: [email protected]
[mailto:[email protected]] On Behalf Of Nick Cox
Sent: Wednesday, January 07, 2009 12:09 PM
To: [email protected]
Subject: st: RE: how to deal with a censored and skewed regressor?
(x - r(min)) / (r(max) - r(min))
does not yield missing when r(min) is 0 unless x is missing or r(max) is
also zero. But that's neither here or there. The above is just a linear
rescaling of a variable and will thus leave skewness unchanged.
Skewness of a regressor is not itself fatal to anything.
Censoring of a regressor is something to take account of in
interpretation. If you regard such a regressor as error-free, as one
usually does, then I am not clear that procedure need otherwise be
affected.
Nick
[email protected]
mbaier
I tried to transform it according to ln(skewed variable), but my
regressor has a lots of values at zero, for which ln is not defined. I
also tried to create an index like I=100*(x-r(min))/(r(max)-r(min)),
which again leads to many missings (due to many x's being zero).
What can I do?
Besides, do I have to account for the censoring of my regressor? If so,
what can I do?
*
* 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/
