Hi

Yes my other variables are Size (log of sales) Leverage (Total
Liabilities/Total Equity)  Investment and Intangible Assets.

I presume I would normalise  Investment and Intangible Assets against Total
Assets (given that Tobin's Q is over Total Assets).

Regards
Mark



"Warren Sarle" <[EMAIL PROTECTED]> wrote in message
anfpba$9b2$[EMAIL PROTECTED]">news:anfpba$9b2$[EMAIL PROTECTED]...
>
> In article <anetqm$[EMAIL PROTECTED]>,
>  [EMAIL PROTECTED] (Herman Rubin) writes:
> > In article <anb426$9r9$[EMAIL PROTECTED]>,
> > Mark <[EMAIL PROTECTED]> wrote:
> > > I'm been told that I should normalise all my variables.
> > > I'm using Tobin's Q as my dependent variable which simplified is the
market
> > > value over the total assets.
> > > It has been suggested that therefore all my independent variables
should be
> > > normalised by being over assets.
> >
> > > Is this correct?
> >
> > I would state otherwise; NEVER do any processing to your
> > data not determined by the problem.  Never normalize;
> > never let the computer do your thinking for you.
>
> Herman, read the question again. Mark is not asking about
> transforming variables to have normal distributions. He's
> asking about financial entities that vary in size (total
> assets), and whether the problem requires that the variables
> be expressed as relative to total assets. That's a perfectly
> reasonable question indicating that he's doing some thinking.
>
> It would help if Mark told us what the other variables _are_,
> but it is quite plausible that variables that would be
> expected to scale with total assets should in fact be
> normalised by total assets.
>
> --
>
> Warren S. Sarle       SAS Institute Inc.   The opinions expressed here
> [EMAIL PROTECTED]    SAS Campus Drive     are mine and not necessarily
> (919) 677-8000        Cary, NC 27513, USA  those of SAS Institute.


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