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Re: st: ladder question for right-skewed variable


From   Nick Cox <[email protected]>
To   "[email protected]" <[email protected]>
Subject   Re: st: ladder question for right-skewed variable
Date   Fri, 26 Apr 2013 19:17:48 +0100

That's not quite "no transformations appeared in the output" as
-ladder- is signalling P-values for some cases.

But I readily agree that -ladder- is not doing a good job here at all.

In fact, I am now reminded of evident -ladder- problems shown in a
recent thread starting at
http://www.stata.com/statalist/archive/2013-02/msg00862.html

I can't find a public email, even though I thought I posted on this,
but my impression from looking at the code is that -ladder- is
essentially fragile. The real problem here is within -sktest-. It can
break down, it seems, for large sample sizes and/or large deviations
from Gaussianity. Then it bounces back missings.

I think you just need to abandon -ladder-. It's not essential. You
don't need _any_ test to tell you that some transformation will help
if the goal is to reduce asymmetry, and there are only a few credible
alternatives.

As David and I pointed out, log transformation should work quite well
for your data,

but but but: (my suggestion; David may not agree) why transform at
all? Your solutions start with -poisson- (or, for consenting adults,
-nbreg-).

BTW, -ladder- is a command, not a function, and in Stata ne'er the
twain shall meet.

Nick
[email protected]


On 26 April 2013 18:55, Gabriel Nelson <[email protected]> wrote:
> Thanks Nick, yes exactly, my question is why the ladder function fails
> to provide any chi-square values here. I'll attach the Stata output
> here:
>
> . ladder disp_2000
>
> Transformation         formula               chi2(2)       P(chi2)
> ------------------------------------------------------------------
> cubic                  dis~2000^3                 .            .
> square                 dis~2000^2                 .            .
> identity               dis~2000                   .            .
> square root            sqrt(dis~2000)             .        0.000
> log                    log(dis~2000)              .        0.000
> 1/(square root)        1/sqrt(dis~2000)           .        0.000
> inverse                1/dis~2000                 .        0.000
> 1/square               1/(dis~2000^2)             .        0.000
> 1/cubic                1/(dis~2000^3)             .        0.000
>
> . sum disp_2000, detail
>
>       Number displaced 2000 (if data unavailable go up
>                            to 2003
> -------------------------------------------------------------
>       Percentiles      Smallest
>  1%            1              1
>  5%            2              1
> 10%            3              1       Obs                1010
> 25%            6              1       Sum of Wgt.        1010
>
> 50%         15.5                      Mean           281.5297
>                         Largest       Std. Dev.      1217.168
> 75%           82           9421
> 90%        436.5           9505       Variance        1481497
> 95%         1251          16255       Skewness       9.012044
> 99%         5953          19569       Kurtosis       108.8061
>
> On Fri, Apr 26, 2013 at 10:47 AM, Nick Cox <[email protected]> wrote:
>> Please see my answers too. You have still not given the exact -ladder-
>> command you used or its output, so it is really difficult to know what
>> is going on.
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