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RE: st: stat query
From
Nick Cox <[email protected]>
To
"'[email protected]'" <[email protected]>
Subject
RE: st: stat query
Date
Fri, 19 Nov 2010 11:20:41 +0000
There was a Stata-based review in
SJ-8-3 pr0041 . Speaking Stata: Corr. with confidence, Fisher's z revisited
(help corrci, corrcii if installed) . . . . . . . . . . . . N. J. Cox
Q3/08 SJ 8(3):413--439
reviews Fisher's z transformation and its inverse, the
hyperbolic tangent, and reviews their use in inference
with correlations
Perhaps the most useful detail for Rich was the aside that atanh[r] = (1/2) logit[(1 + r)/2].
Hence scaling the correlations to fall inside [0,1] and logit modelling the result opens up many routes in Stata. This is evident otherwise, but it is reassuring nevertheless that the nice properties of Fisher's z are akin to those to logit.
Nick
[email protected]
Richard Goldstein
thank you very much (not sure how I forgot about this, but ...)
Marcello Pagano
> http://en.wikipedia.org/wiki/Fisher_transformation
On 11/18/2010 2:21 PM, Richard Goldstein wrote:
>> a client has told me that he thinks he will soon have a project where
>> the dependent (response) variable will be a correlation coefficient;
>> i.e., a "continuous" variable with the range restricted to [-1,+1];
>>
>> any help, guidance, suggestions on what model might be appropriate for
>> this would be greatly appreciated; similarly, any citations would be
>> great appreciated
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