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RE: st: retransformation
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.
>===== Original Message From Chris Bojke <firstname.lastname@example.org> =====
>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,
>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
>> (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
Dept. of Maternal and Child Health
Harvard School of Public Health
* For searches and help try: