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From | Prerna S <maruiprerna@gmail.com> |
To | statalist@hsphsun2.harvard.edu |
Subject | Re: st: ZOIB procedure |
Date | Mon, 19 Sep 2011 19:30:14 -0400 |
Thanks for your responses, Maarten and Cam. I haven't yet had a chance to get hold of all the suggested references yet but I feel more informed of potential ways to deal with my dataset on stata. Prerna On 19 September 2011 09:43, Maarten Buis <maartenlbuis@gmail.com> wrote: > On Mon, Sep 19, 2011 at 3:12 PM, Cameron McIntosh wrote: >> For proportions, Warton et al. (2011) recommend a logit transformation to achieve linearity. You could then run a linear model in -gllamm-, while allowing cov(e1,e2) and back-transform the predicted values (yhats). > > You do not have to use -gllamm- for that, use -mvreg- instead. In that > case you are using Aitchison's (2003) method. > >> Exponentiating these should return the geometric mean value of the yhats, and the geometric mean and median are (asymptotically) equivalent. > > That is not quite correct, you will get the geometric mean if you log > transform your dependent variable, and afterwards exponentiate the > mean. With the logit transformation the back-transform is fairly > meaningless. See the example below: > > *------------ begin example ---------------- > sysuse auto, clear > sum price, meanonly > gen pprice = (price - r(min) ) /(r(max) - r(min)) > gen logit = logit(pprice) > gen log = ln(pprice) > > ameans pprice > sum logit, meanonly > di invlogit(r(mean)) > sum log, meanonly > di exp(r(mean)) > *------------ end example ---------------- > (For more on examples I sent to the Statalist see: > http://www.maartenbuis.nl/example_faq ) > > -- Maarten > > Aitchison (2003) The Statistical Analysis of Compositional Data. > Caldwell, NJ: The Blackburn Press. > > -------------------------- > Maarten L. Buis > Institut fuer Soziologie > Universitaet Tuebingen > Wilhelmstrasse 36 > 72074 Tuebingen > Germany > > > http://www.maartenbuis.nl > -------------------------- > > * > * 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/