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RE: st: retransformation


From   mganz <mganz@hsph.harvard.edu>
To   Chris Bojke <cb23@york.ac.uk>, statalist <statalist@hsphsun2.harvard.edu>
Subject   RE: st: retransformation
Date   Wed, 4 Sep 2002 11:55:00 -0400

You might to check out Gary King's program called Clarify (GKing.harvard.edu).
 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.

--Michael

>===== Original Message From Chris Bojke <cb23@york.ac.uk> =====
>Judy,
>
>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
>
>Chris
>
>"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?
>>
>> *
>> *   For searches and help try:
>> *   http://www.stata.com/support/faqs/res/findit.html
>> *   http://www.stata.com/support/statalist/faq
>> *   http://www.ats.ucla.edu/stat/stata/

________________________________________
Michael Ganz, MS, PhD
Assistant Professor
Dept. of Maternal and Child Health
Harvard School of Public Health
mganz@hsph.harvard.edu
http://www.hsph.harvard.edu/faculty/ganz
Ph. 617-432-2382
Fax 617-432-3755

*
*   For searches and help try:
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*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



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