Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

Re: st: RE: Linear regression of 'log' predictors


From   Richard Goldstein <richgold@ix.netcom.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: RE: Linear regression of 'log' predictors
Date   Wed, 27 Sep 2006 10:20:21 -0400

Maarten Buis wrote:

Ashwin:
[snip]
As for interpretation, say you have one explanatory variable called female (0 = male, 1 = female) and you find a regression coefficient of -4, than the average duration is 4% less for females than for males.
actually, this is not correct -- see the -logdummy- command and writeup

Rich

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology Vrije Universiteit Amsterdam Boelelaan 1081 1081 HV Amsterdam The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434
+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu [mailto:owner-statalist@hsphsun2.harvard.edu]On Behalf Of Ashwin Ananthakrishnan
Sent: woensdag 27 september 2006 15:32
To: statalist@hsphsun2.harvard.edu
Subject: st: Linear regression of 'log' predictors

I have a model where the outcome is length of stay
(los). This variable has some right skew and is not
perfectly 'normal'.

Is it valid for me to run linear regression of other
predictors on length of stay if the los is not
normally distributed?

If it is not valid, then log (los) is a normally
distributed variable. But how do I interpret the
coefficients of the log(los). I find that
exponentiating log(los) coefficient doesn't seem to be
appropriate as it doesn't yield valid results. For
example p>0.05, but the 95% CI don't overlap 'zero'
which is what I would expect in linear regression.
Also exp(log(los)) doesn't give a similar estimate as
the coefficients if I run the regression on los
directly.

I apologize in advance if my question is either to
basic or difficult to understand.
Thank you.
*
*   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/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index