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RE: st: prediction after y-logged regression


From   "Shehzad Ali" <sia500@york.ac.uk>
To   <statalist@hsphsun2.harvard.edu>
Subject   RE: st: prediction after y-logged regression
Date   Tue, 3 Jun 2008 14:22:06 +0100

Thanks, Richard. I understand that - predlog - is useful for OLS regression.
What if you are using models like treatreg or heckman or other two-part
models? Would - predlog - still work?

Cheers,

Shehzad


-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Richard Goldstein
Sent: 02 June 2008 13:28
To: statalist@hsphsun2.harvard.edu
Subject: Re: st: prediction after y-logged regression

type -findit predlog-

Rich

Shehzad Ali wrote:
> Hi Listers,
> 
> I am running a regression in which y variable is logged 
> (semi-logarithmic). The literature suggests that in order to get an 
> anti-logged prediction of yhat, one should proceed like this:
> 
> 1. Run the regression and predict yhat,
> 
> 2. Then exponentiate the predicted yhat, and finally
> 
> 3. Mutiply the exponentiated predicted yhat by the mean value of 
> residuals from the regression (otherwise known as smearing).
> 
> I was wondering if there is a direct way to do it in stata or if there 
> is any other method that experts would suggest to get anti-logged 
> prediction.
> 
> Thank you,
> 
> Shehzad
> 
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