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Re: st: glm and reg produce different results for loglinear model?

From   "Clive Nicholas" <>
Subject   Re: st: glm and reg produce different results for loglinear model?
Date   Sat, 1 Nov 2008 00:48:57 +0000

Matthew Mercurio wrote:

> I have two variables,
> (1) outagecost (estimated costs to each customer of a short electrical
> power interuuption)
> (2) mwhannual (annual megawatt hours of electricity consumption fpr each
> customer)
> Since these variables appear approximately lognormal, I have been
> estimating the following simple model:
> reg lnoutagecost lnmwhannual


> Obviously the results are very similar, but not identical.
> I read the Stata Manual section on GLM and checked a large number of
> posts on Statalist related to loglinear models, but I was not able to
> understand exactly why glm using link(log) doesn't produce the same
> results as logging both variables and using reg.   Based on my reading
> of the Stata manual it appears to have someing to do with the fact that
> the link() option relates to the expectation od the dependent variable,
> not the dependent variable itself.  Can anyone tell me why the results
> are different?

A polite, rhetorical question: since they are two different Stata
commands, why would you expect them to give precisely the same

Clive Nicholas

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"My colleagues in the social sciences talk a great deal about
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