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From | Nick Cox <n.j.cox@durham.ac.uk> |
To | "'statalist@hsphsun2.harvard.edu'" <statalist@hsphsun2.harvard.edu> |
Subject | RE: st: Model for Poisson-shaped distribution but with non-count data |
Date | Wed, 7 Dec 2011 19:47:28 +0000 |
Thanks. I did not spell out another key limitation, namely that -lnskew0- just works on the marginal distribution of the response and takes no account of the information in the predictors. Nick n.j.cox@durham.ac.uk -----Original Message----- From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Owen Gallupe Sent: 07 December 2011 19:33 To: statalist@hsphsun2.harvard.edu Subject: Re: st: Model for Poisson-shaped distribution but with non-count data Point taken...thank you for the advice, Nick. Very much appreciated. Owen On Wed, Dec 7, 2011 at 1:13 AM, Nick Cox <njcoxstata@gmail.com> wrote: > -lnskew0- is a transformation command rather than a modelling > command. Its use would, in my view, create two key problems even if it > "worked". > > 1. You still have to explain to whoever you are writing for why using > ln(y - k) (in the most common case) makes scientific sense. Of course, > you may have a rationale for that. The usual rationale is that this is > in effect fitting a three-parameter lognormal distribution and there > is some clearcut reason why there is a definite lower limit to values > and also that it needs to be estimated from the data. Conversely if > you know k as a fixed minimum, there is no need to estimate it. No > covariates appear in this story. > > 2, The estimation of k and the estimation of whatever parameters you > use in any subsequent modelling command (in which covariates are now > introduced) are uncoupled, which is at best statistically awkward. If > you feed the results of -lnskew0- to a modelling command, you are > neglecting the uncertainty about k. > > In short, I would never use -lnskew0- unless it was _exactly_ what I wanted. > > Nick > > On Tue, Dec 6, 2011 at 8:48 PM, Owen Gallupe <ogallupe@gmail.com> wrote: >> Thank you for the input, Cam, Paul, Paul, Nick, David, and Bill. >> >> You have given me some very good options to consider. >> >> Regarding Cam's earlier question, the multimodality only surfaces when >> the DV is transformed using lnskew0. It is not an issue using the raw >> version. >> > * > * 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/ * * 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/