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RE: st: retransformation


From   "Shinogle, Judy" <shinogle@cop.sc.edu>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: retransformation
Date   Wed, 4 Sep 2002 15:14:01 -0400

Thanks
I wanted to compare results from different estimators for a seminar.
In the Manning article he states in stata doing ln OLS hetero - is he mean OLS with Robust?

	-----Original Message----- 
	From: Chris Bojke [mailto:cb23@york.ac.uk] 
	Sent: Wed 9/4/2002 11:43 AM 
	To: statalist@hsphsun2.harvard.edu 
	Cc: 
	Subject: Re: st: retransformation
	
	

	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?
	>
	> *
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