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st: using glm for the retransformation problem - basic questions


From   "Krista Jacobs" <krista.l.jacobs@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: using glm for the retransformation problem - basic questions
Date   Tue, 28 Aug 2007 20:05:45 -0400

Hello, everyone,

I have a few basic questions about using glm to deal with the
retransformation problem.

I am estimating a model where y is vitamin A consumption, and among
the x's is participation in a nutritional intervention. The vitamin A
consumption variable was highly skewed, so I ran
svyreg lny x.   (The distribution of lny is sufficiently close to normal.)
Unfortunately, the results were a little too high for me to really
believe, so I also ran
svyreg y x
which yielded something a bit more reasonable.
It was suggested that I might be seeing the retransformation problem
at work. The homoskedasticity of the error terms from svyreg lny x is
rejected.

I started to work with glm and a log link, but I have a few basic
(sorry) questions.

First, in the glm estimation should y be the dependent variable or
lny? That is, do I want to write " glm y x, link(log)" or "glm lny x,
link(log)." I think it's the first, but I'm not positive.

Second, I've been using the default Gaussian for the family. Is there
a reason to use a different distribution like gamma or Poisson?

Third, for simplicity, say x is a dummy variable. After I run "glm y
x, link(log)" I ask Stata to exponentiate with eform. Are the results
it gives after eform

Exp(xB) where x=1
-----------------------------
Exp(xB) where x=0

evaluated at the mean? If not, what are they?

Thanks in advance for your help!
Krista Jacobs
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