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RE: st: retransformation

From   mganz <>
To   Chris Bojke <>, statalist <>
Subject   RE: st: retransformation
Date   Wed, 4 Sep 2002 11:55:00 -0400

You might to check out Gary King's program called Clarify (
 It allows you to run a log transformed regression and get predictions in the 
raw scale with empirical standard errors based on simulations.  It may also 
work in this context.


>===== Original Message From Chris Bojke <> =====
>Having read the Manning and Mullahy article then I guess you know that
>you can avoid the need for retransforming for predictions of Y, by using
>GLM regression on the raw scale outcome measure.  And (of course) GLM
>regression is very much a part of Stata.
>Since I guess you want to persist with doing a log transformation of y
>before regressing and then trying to get predictions of Y then the
>technique you need is called 'smearing' (I don't think M&M actually use
>that term in their excellent article).  I've done a 'findit smearing' in
>Stata and it seems that there is something in STB August 9th 2002 (an
>auspicious time to ask your question then!) which will do the trick,
>called predlog.
>For further background reading 'Duan' seems to have done a lot of work
>on this subject
>Hope this is of help
>"Shinogle, Judy" wrote:
>> Does anyone have a program to do the log retransformation for 
heteroscedastic errors?
>> (Similar to what is in Manning and Mullahy "Estimating log models: to 
transform or not?
>> J. Health Economics 20: 461-494 (2001))
>> In reading the article it looks like lnOLS-Het but not sure what that is?
>> *
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Michael Ganz, MS, PhD
Assistant Professor
Dept. of Maternal and Child Health
Harvard School of Public Health
Ph. 617-432-2382
Fax 617-432-3755

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