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Re: st: stat query
From
Richard Goldstein <[email protected]>
To
[email protected]
Subject
Re: st: stat query
Date
Fri, 19 Nov 2010 08:26:42 -0500
thanks to Nick for this reminder
of course what is most embarrassing about this is that, in STB-32, I
actually published a program, -fisher-, to do this transform in Stata
lol at myself
Rich
On 11/19/10 6:20 AM, Nick Cox wrote:
> 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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