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| From | "Lachenbruch, Peter" <Peter.Lachenbruch@oregonstate.edu> |
| To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
| Subject | RE: st: correcting skewness of an indep variables |
| Date | Tue, 16 Mar 2010 09:14:13 -0700 |
Yes, they do. If you have independent variables that have odd distributions, the usual regression treats them as known without error. An error-in-variables model might have some issues.
Tony
Peter A. Lachenbruch
Department of Public Health
Oregon State University
Corvallis, OR 97330
Phone: 541-737-3832
FAX: 541-737-4001
-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Maarten buis
Sent: Tuesday, March 16, 2010 1:25 AM
To: stata list
Subject: RE: st: correcting skewness of an indep variables
--- On Mon, 15/3/10, Lachenbruch, Peter wrote:
> If the observations are identifiable a priori (e.g.,
> hospitalization cost if not hospitalized) you can use a
> two-part model. See Lachenbruch, P. A., (2001)
> "Comparison of competitors to the two part model"
> Statistics in Medicine 20(8) 1215-1234 Lachenbruch, P. A.
> (2002) "Analysis of Data with Excess Zeros" Statistical
> Methods in Medical Research 11(4) 297-302
> The second reference is an introduction to a volume of SMMR
> on this problem.
Don't these references deal more with the case where such
variables are the depenent/explained/y variable, rather than
the case where such variables are the independent/explanatory/x
variable?
If I understood the original question correctly, than that
question concerned the latter case, and the solution I proposed
(add the original variable + a dummy indicating which
observation had a spike value and which not) is certainly only
appropriate for that latter case.
-- Maarten
--------------------------
Maarten L. Buis
Institut fuer Soziologie
Universitaet Tuebingen
Wilhelmstrasse 36
72074 Tuebingen
Germany
http://www.maartenbuis.nl
--------------------------
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