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

From |
"Nick Cox" <n.j.cox@durham.ac.uk> |

To |
<statalist@hsphsun2.harvard.edu> |

Subject |
RE: st: prediction after y-logged regression |

Date |
Tue, 3 Jun 2008 15:33:13 +0100 |

You could try it and see. Or look at the code to see what it does. In fact, this won't work. -predlog- is self-contained and carries out a regression and then does the necessary extra calculations. Only by rewriting the program could you extend it to other methods. I found this in my files. Without absolutely no promises about its scope, it may nevertheless show by example that you don't much need an extra program, as only a few lines are required after something like a regression. *! NJC 1.1.0 8 January 2005 * NJC 1.0.0 13 September 2002 program smear, rclass version 8.0 syntax [if] [in] [, Generate(str) OUTofsample ] if "`generate'" != "" { capture confirm new variable `generate' if _rc { di as err "option syntax is generate(newvar)" exit _rc } } marksample touse qui count if `touse' if r(N) == 0 error 2000 tempvar resid yhatraw tempname rmse cf qui { * will exit with error message if no estimates scalar `rmse' = e(rmse) if "`outofsample'" != "" predict double `yhatraw' else predict double `yhatraw' if e(sample) predict double `resid', res replace `resid' = exp(`resid') su `resid', meanonly scalar `cf' = `r(mean)' if "`generate'" != "" { gen double `generate' = exp(`yhatraw') * `cf' if `touse' la var `generate' "smeared retransformation" } } di as res scalar(`cf') return scalar smearcf = `cf' end Shehzad Ali 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? Richard Goldstein type -findit predlog- Shehzad Ali wrote: > 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. * * 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/

**Follow-Ups**:**RE: st: prediction after y-logged regression***From:*"Shehzad Ali" <sia500@york.ac.uk>

**References**:**st: prediction after y-logged regression***From:*Shehzad Ali <sia500@york.ac.uk>

**Re: st: prediction after y-logged regression***From:*Richard Goldstein <richgold@ix.netcom.com>

**RE: st: prediction after y-logged regression***From:*"Shehzad Ali" <sia500@york.ac.uk>

- Prev by Date:
**st: Time series with moving average growth rate** - Next by Date:
**st: RE: RE: Is there any test to examine disitribution overlap with Stata?** - Previous by thread:
**RE: st: prediction after y-logged regression** - Next by thread:
**RE: st: prediction after y-logged regression** - Index(es):

© Copyright 1996–2015 StataCorp LP | Terms of use | Privacy | Contact us | What's new | Site index |